Stock market volatility: Identifying major drivers and the nature of their impact
Stefan Mittnik, Nikolay Robinzonov, Martin Spindler
| Year of publication: |
September 2015
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|---|---|
| Authors: | Mittnik, Stefan ; Robinzonov, Nikolay ; Spindler, Martin |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 1-14
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| Subject: | Componentwise boosting | Financial market risk | Forecasting | GARCH | Exponential GARCH | Variable selection | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543844