International stock volatility predictability : new evidence from uncertainties
Year of publication: |
2023
|
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Authors: | Wang, Jiqian ; Ma, Feng ; Wang, Tianyang ; Wu, Lan |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-17
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Subject: | Economic uncertainty | International volatility forecasting | Transmission channel | Schätzung | Estimation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Risiko | Risk | Aktienmarkt | Stock market | Welt | World |
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