Cross-sectional uncertainty and stock market volatility : new evidence
Fei Lu, Feng Ma
| Year of publication: |
2023
|
|---|---|
| Authors: | Lu, Fei ; Ma, Feng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 57.2023, p. 1-7
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| Subject: | Economic policy uncertainty | Cross-sectional uncertainty | Financial crisis | Out-of-sample forecast | Stock market volatility | Volatilität | Volatility | Risiko | Risk | Börsenkurs | Share price | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Finanzkrise | Theorie | Theory | Konjunktur | Business cycle | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104202 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014513322