Impacts of asymmetry on forecasting realized volatility in Japanese stock markets
Year of publication: |
2021
|
---|---|
Authors: | Maki, Daiki ; Ota, Yasushi |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 101.2021, p. 1-9
|
Subject: | Asymmetry | Forecasting | Japanese stock market | Realized volatility | Volatilität | Volatility | Japan | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognose | Forecast | Schätzung | Estimation |
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