Forecast the Stock Volatility of Ping an Bank Based on HAR-RV Model

Chenrui Cao ()
Additional contact information
Chenrui Cao: Western Academy of Beijing, Beijing

A chapter in Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022), 2022, pp 885-889 from Springer

Abstract: ABSTRACT The importance of Ping An Bank in the Chinese stock market is obvious, and does the smallness of investors have an impact on its stock market? Based on heterogeneous autoregressive theory, I collected the close price of Ping An Bank stock market from January 2019 to March 2022, which will be divided into daily, weekly and monthly observations of volatility. Through the results of HAR-RV model, I found that the different type of investor does have an impact on the stock. While the daily results have a negative impact on the stock market, the weekly and monthly results have a positive impact on the stock market. And the article finds that the affection of volatility of the investor becomes stable through time.

Keywords: HAR-RV model; Stock price; Investor (search for similar items in EconPapers)
Date: 2022
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:advbcp:978-94-6463-036-7_130

Ordering information: This item can be ordered from
http://www.springer.com/9789464630367

DOI: 10.2991/978-94-6463-036-7_130

Access Statistics for this chapter

More chapters in Advances in Economics, Business and Management Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().