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

DOI

10.2991/978-94-6463-036-7_130How to use a DOI?

Keywords

HAR-RV model; Stock price; Investor

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.

Copyright

© 2022 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Chenrui Cao
PY  - 2022
DA  - 2022/12/31
TI  - Forecast the Stock Volatility of Ping an Bank Based on HAR-RV Model
BT  - Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022)
PB  - Atlantis Press
SP  - 885
EP  - 889
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-036-7_130
DO  - 10.2991/978-94-6463-036-7_130
ID  - Cao2022
ER  -