International commodity market and stock volatility predictability : evidence from G7 countries
Year of publication: |
2024
|
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Authors: | Wang, Jiashun ; Wang, Jiqian ; Ma, Feng |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 90.2024, p. 62-71
|
Subject: | Commodity markets | International equity markets | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffmarkt | Commodity market | Welt | World | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model |
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