Showing 41 - 50 of 569
Persistent link: https://www.econbiz.de/10010436979
Persistent link: https://www.econbiz.de/10011475260
Persistent link: https://www.econbiz.de/10009540825
Persistent link: https://www.econbiz.de/10009540836
Persistent link: https://www.econbiz.de/10009126892
Persistent link: https://www.econbiz.de/10011610726
This study investigates the predictability of a fixed uncertainty index (UI) for realized variances (volatility) in the international stock markets from a high-frequency perspective. We construct a composite UI based on the scaled principal component analysis (s-PCA) method and demonstrate that...
Persistent link: https://www.econbiz.de/10013272632
Persistent link: https://www.econbiz.de/10013286279
Persistent link: https://www.econbiz.de/10014546360
Persistent link: https://www.econbiz.de/10013362483