International Stock Market Volatility : A Global Tail Risk Sight
Year of publication: |
[2023]
|
---|---|
Authors: | Lu, Xinjie |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Welt | World | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Börsenkurs | Share price | Globalisierung | Globalization | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Schätzung | Estimation |
-
International stock market volatility : a global tail risk sight
Lu, Xinjie, (2024)
-
Gatfaoui, Hayette, (2013)
-
Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi, (2020)
- More ...
-
Ma, Feng, (2021)
-
Lu, Xinjie, (2021)
-
QoS-aware publish-subscribe service for real-time data acquisition
Lu, Xinjie, (2009)
- More ...