The volatility has been one of the cores of the financial theory research, in addition to the stock markets and the futures market are an important part of modern financial markets. Forecast volatility of the stock market and oil futures market is an important part of the theory of financial markets research.
Components of the Book:
- Head Page
- Copyright
- Author
- Acknowledgements
- Preface
- Contents
- Chapter 1.
Forecasting the U.S. Stock Volatility: An Aligned Jump Index from G7 Stock Markets
- Chapter 2.
Economic Policy Uncertainty and the Chinese
Stock Market Volatility: Novel Evidence
- Chapter 3.
Forecasting Oil Futures Price Volatility:
New Evidence from Realized Range-Based Volatility
- Chapter 4.
Uncertainty and Oil Volatility: New Evidence
- Chapter 5.
Summary
- References
Readership:
Students, academics, teachers and other people attending or interested in stock and economy
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Head Page
Dexiang Mei, Feng Ma
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Copyright
Dexiang Mei, Feng Ma
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Author
Dexiang Mei, Feng Ma
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Acknowledgements
Dexiang Mei, Feng Ma
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Preface
Dexiang Mei, Feng Ma
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Contents
Dexiang Mei, Feng Ma
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15
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Chapter 1.
Forecasting the U.S. Stock Volatility: An Aligned Jump Index from G7 Stock Markets
Dexiang Mei, Feng Ma
PDF (565 KB)
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45
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Chapter 2.
Economic Policy Uncertainty and the Chinese
Stock Market Volatility: Novel Evidence
Dexiang Mei, Feng Ma
PDF (559 KB)
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67
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Chapter 3.
Forecasting Oil Futures Price Volatility:
New Evidence from Realized Range-Based Volatility
Dexiang Mei, Feng Ma
PDF (571 KB)
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95
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Chapter 4.
Uncertainty and Oil Volatility: New Evidence
Dexiang Mei, Feng Ma
PDF (643 KB)
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113
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Chapter 5.
Summary
Dexiang Mei, Feng Ma
PDF (32 KB)
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117
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References
Dexiang Mei, Feng Ma
PDF (95 KB)
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Dexiang Mei
Dexiang Mei, researcher of Research Center for Economy of Upper
Reaches of the Yangtse River Chongqing Technology and Business University
of Key Research Institute of Humanities and Social Sciences by the Ministry of
Education (KRI), associate professor of School of Finance, Chongqing Technology
and Business University, graduated from Southwest Jiaotong University in 2016,
obtained the Doctor’s degree in management, research area is financial risk
management.
Feng Ma
Feng Ma, associate professor in School of Economics and
Management, Southwest Jiaotong University, graduated from Southwest Jiaotong
University in 2016, obtained the Doctor’s degree in management, research
area is financial econometrics, financial system and risk management, preside a
research project by the natural science foundation of China.