Work

Value-at-Risk Forecasting of Chinese Stock Index and Index Future Under Jumps, Permanent Component, and Asymmetric Information

Year: 2016

Type: article

Source: Emerging Markets Finance and Trade

DOI: 10.1080/1540496x.2016.1142218

Authors: Shaoyu Li, Lijia Wei, Zehua Huang

Institutions: Southwestern University of Finance and Economics, Wuhan University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Ministry of Education of the People's Republic of China

Award: G846382408

OpenAlex ID: W2335622907

FWCI: 0.551

Cites: 25

Cited by: 5

Related to: 10