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~source:"econis"
~subject:"Börsenkurs"
~subject:"Stock market"
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Journal of financial econometrics
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ECONIS (ZBW)
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Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
Saved in:
2
Estimation and inference under non-stationarity
Qiu, Tian Tian
-
2008
Persistent link: https://www.econbiz.de/10011574093
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