Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models-Reference-Cited by-同舟云学术

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Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models

Published:2018-02 Issue: Volume:79 Page:960-972
ISSN:0167-739X
Container-title:Future Generation Computer Systems
language:en
Short-container-title:Future Generation Computer Systems

Author:

Lin Zhe

Publisher

Elsevier BV

Subject

Computer Networks and Communications,Hardware and Architecture,Software

Reference59 articles.

1. Benefit analysis of china’s stock market based on GARCH type models;Zhang;Nat. Sci. Daily,2012

2. Research of Chinese Stock Market Volatility–Based on Stochastic Volatility Model;Fang,2010

3. Empirical study on nonlinearity in China stock market;Xu;Quant. Tech. Econ.,2010

4. The variation of certain speculative prices;Mandelbrot;J. Bus.,1963

5. Volatility forecasting in the hang seng index using the GARCH approach;Liu;Asia-Pac. Financ. Mark.,2009

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