International stock market volatility : a global tail risk sight
Xinjie Lu, Qing Zeng, Juandan Zhong, Bo Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, Bo |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101904, p. 1-15
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| Subject: | Extreme shock | Global tail risk | International stock market | Regime switching | Volatility forecasting | Volatilität | Volatility | Welt | World | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Schock | Shock | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Schätzung | Estimation | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101904 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494749