Pages that link to "Item:Q1290185"
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The following pages link to Modeling Shanghai stock market volatility (Q1290185):
Displaying 11 items.
- Measuring and forecasting volatility in Chinese stock market using HAR-CJ-M model (Q369722) (← links)
- Volatility forecasting in the hang seng index using the GARCH approach (Q841853) (← links)
- A modified GARCH model with spells of shocks (Q853870) (← links)
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← links)
- The political economy of volatility dynamics in the Hong Kong stock market (Q1421698) (← links)
- On Chinese stock markets: how have they evolved over time? (Q1621929) (← links)
- Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crisis (Q2151660) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- An empirical analysis of volatility clustering and asymmetry for the common stocks using FIEGARCH and EGARCH models (Q2864749) (← links)
- MRS-GARCH 模型在沪深股指波动中的应用研究 (Q2992601) (← links)
- GARCH-type forecasting models for volatility of stock market and MCS test (Q4593857) (← links)
