Modeling and managing stock market volatility using MRS-MIDAS model
Year of publication: |
2022
|
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Authors: | Chen, Wang ; Lu, Xinjie ; Wang, Jiqian |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 82.2022, p. 625-635
|
Subject: | Mixed data sampling model | Stock market | Volatility decomposition method | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation |
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