Forecasting international stock market variances
Year of publication: |
31 May 2024
|
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Authors: | Bekaert, Geert ; Xu, Nancy ; Ye, Tiange |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Realized variance | implied volatility | international stock market | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Welt | World | Internationaler Finanzmarkt | International financial market | Japan | Großbritannien | United Kingdom | Varianzanalyse | Analysis of variance | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (circa 78 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP19121 |
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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