Covid-19 and stock market volatility : a clustering approach for S&P 500 industry indices
Francisco Lúcio, Jorge Caiado
| Year of publication: |
2022
|
|---|---|
| Authors: | Lúcio, Francisco ; Caiado, Jorge |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-9
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| Subject: | COVID-19 | Autocorrelation | Cluster analysis | S&P 500 | Threshold GARCH model | Unsupervised machine learning | Volatility | Volatilität | ARCH-Modell | ARCH model | Coronavirus | Clusteranalyse | Künstliche Intelligenz | Artificial intelligence | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103141 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013479311