Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Year of publication: |
[2024]
|
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Authors: | Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? Matteo Bonato University of Johannesburg and IPAG Oguzhan Cepni Copenhagen Business School and Ostim Technical University Rangan Gupta University of Pretoria Christian Pierdzioch Helmut Schmidt University Stock market | Volatility | Forecasting | Moments | Economic policy uncertainty | USA | United States | Volatilität | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Hochschule | Higher education institution |
Extent: | 1 Online-Ressource (circa 39 Seiten) |
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Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 08 (March 2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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