Uncertainty indices and stock market volatility predictability during the global pandemic : evidence from G7 countries
Stavroula P. Fameliti and Vasiliki D. Skintz
| Year of publication: |
2024
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|---|---|
| Authors: | Fameliti, Stavroula P. ; Skintz, Vasiliki D. |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 19, p. 2315-2336
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| Subject: | Volatility forecasting | combination forecasts | statistical and economic evaluation | uncertainty indices | COVID-19 | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Coronavirus | Aktienmarkt | Stock market | Wirtschaftsindikator | Economic indicator | Welt | World | Aktienindex | Stock index | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2186366 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520768