Multi-regime Forecasting Model for the Impact of COVID-19 Pandemic on Volatility in Global Equity Markets
Year of publication: |
2020
|
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Authors: | Alan, Nazli Sila |
Other Persons: | Engle, Robert F. (contributor) ; Karagozoglu, Ahmet K (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Coronavirus | Volatilität | Volatility | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Welt | World | Prognoseverfahren | Forecasting model | Epidemie | Epidemic |
Extent: | 1 Online-Ressource (37 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 15, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3646520 [DOI] |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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