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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Research in international business and finance"
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ARCH-Modell
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Dijk, Herman K. van
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Research in international business and finance
International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
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32
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
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