Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference41 articles.
1. Abbas G, Bashir U, Wang S, Zebende GF, Ishfaq M (2019) The return and volatility nexus among stock market and macroeconomic fundamentals for China. Phys A 526:121025
2. Allan F, Qian J, Shan C, Zhu L (2020) Dissecting the long-term performance of the Chinese stock market. Working Paper, Imperial College London, University of Pennsylvania, Shanghai University of Finance and Economics, and Fudan University. Available at SSRN: https://ssrn.com/abstract=2880021
3. Andersen TG, Bollerslev T (1998) Answering the skeptics: yes, standard volatility models do provide accurate forecasts. Int Econ Rev 39:885–905
4. Anderson HM, Vahid F (2007) Forecasting the volatility of Australian stock returns: do common factors help? J Bus Econ Stat 25:76–90
5. Asgharian H, Hou AJ, Javed F (2013) The importance of the macroeconomic variables in forecasting stock return variance: a GARCH-MIDAS approach. J Forecast 32:600–612
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献