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Role of high-frequency data, distribution assumption and trading volume in volatility forecasting in China stock market

Volatility forecasting has become a crucial process in risk management over recent decades. With the second largest stock market by market capitalization in 2019, China has gained increasing attention from recent research. This study aims at providing better volatility forecasts by investigating...

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書誌詳細
第一著者:	Liu, Min
フォーマット:	学位論文
言語:	English
出版事項:	2021
主題:	Stock price forecasting Options (Finance) Investment analysis
オンライン･アクセス:	http://psasir.upm.edu.my/id/eprint/105534/1/SPE%202022%2030%20UPM%20IR.pdf http://psasir.upm.edu.my/id/eprint/105534/
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