Tail risk of international equity market and oil volatility
Year of publication: |
2023
|
---|---|
Authors: | Zhong, Juandan ; Cao, Wenhan ; Tang, Yusui |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-5
|
Subject: | Global equity market | Oil volatility | Tail risk | Volatility predictability | Volatilität | Volatility | Aktienmarkt | Stock market | Welt | World | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Schätzung | Estimation | Risikomaß | Risk measure |
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