Less is more? : new evidence from stock market volatility predictability
Year of publication: |
2023
|
---|---|
Authors: | Lu, Fei ; Ma, Feng ; Guo, Qiang |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-13
|
Subject: | Stock market | Volatility forecasting | Global financial uncertainty | MIDAS | Uncertainty shocks | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risiko | Risk | Aktienmarkt | Börsenkurs | Share price | Schock | Shock | Finanzkrise | Financial crisis | Schätzung | Estimation | ARCH-Modell | ARCH model |
-
International stock market volatility : a global tail risk sight
Lu, Xinjie, (2024)
-
Wu, Xinyu, (2024)
-
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan, (2022)
- More ...
-
Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei, (2023)
-
Lu, Fei, (2024)
-
Lu, Fei, (2024)
- More ...