Forecasting European stock volatility : the role of the UK
Year of publication: |
2023
|
---|---|
Authors: | Gao, Jun ; Gao, Xiang ; Gu, Chen |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-8
|
Subject: | European stock market | Lead-lag relations | Limited attention | Realized variance | Volatility forecast | Schätzung | Estimation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Europa | Europe |
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