Financial turbulence, systemic risk and the predictability of stock market volatility
Year of publication: |
2022
|
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Authors: | Salisu, Afees A. ; Demirer, Rıza ; Gupta, Rangan |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 52.2022, p. 1-15
|
Subject: | Financial turbulence | MIDAS models | Stock market | Systemic risk | Finanzkrise | Financial crisis | Systemrisiko | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Aktienmarkt | Finanzmarkt | Financial market |
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