Belief-Based Momentum Indicator and Volatility Predictability in China's Equity Market
Research shows a belief-based momentum indicator can predict equity market volatility in China, with the HAR-LCPR model being the most effective.
Featured in No. 25 on 8 Nov 2023 · on release day
- Released
- 8 Nov 2023
- First featured
- No. 25 · 8 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 16
- Identifier
- RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245
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