Work

The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models

Year: 2021

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2021.03.010

Authors: Jihong Xiao, Fenghua Wen, Yupei Zhao, Xiong Wang

Institutions: Nanjing University of Science and Technology, University of Essex, Central South University, University of Windsor

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

OpenAlex ID: W3138927248

FWCI: 7.669

Cites: 69

Cited by: 47

Related to: 10