2020 MAY 19 (NewsRx) — By a
Funders for this research include
Our news journalists obtained a quote from the research from
According to the news editors, the research concluded: “Moreover, the TVP HAR model that can describe continuous volatility component, signed jump and leverage effect is superior to other CC or TVP HAR-type models in forecasting the volatilities of China’s stock market.”
For more information on this research see: Forecasting Volatility of the Chinese Stock Markets Using Tvp Har-type Models. Physica A Statistical Mechanics and its Applications, 2020;542():. Physica A Statistical Mechanics and its Applications can be contacted at:
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The direct object identifier (DOI) for that additional information is: https://doi.org/10.1016/j.physa.2019.123445. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.
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