Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases
Year of publication: |
2022
|
---|---|
Authors: | Shiba, Sisa ; Cuñado Eizaguirre, Juncal ; Gupta, Rangan |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 15.2022, 1, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | uncertainty | infectious diseases | COVID-19 | international stock markets | realised volatility | forecasting |
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