Forecasting stock market realized volatility : the role of global terrorist attacks
Danyan Wen, Mengxi He, Yudong Wang, Yaojie Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Wen, Danyan ; He, Mengxi ; Wang, Yudong ; Zhang, Yaojie |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 22, p. 2551-2566
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| Subject: | global terrorist attacks | HAR model | stock market | Volatility forecasting | Volatilität | Volatility | Terrorismus | Terrorism | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Welt | World | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2103503 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014295065