Work

Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets

Year: 2024

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.3215

Authors: Likun Lei, Mengxi He, Yi Zhang, Yi Zhang, Yaojie Zhang, Yaojie Zhang

Institutions: Guizhou University of Finance and Economics, Nanjing University of Science and Technology, Nanjing Audit University

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

Awards: G3478086651, G7597376302, G8267228385

OpenAlex ID: W4404222099

FWCI: 1.432

Cites: 53

Cited by: 4

Related to: 10