A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Feng Ma, M.I.M. Wahab, Julien Chevallier, Ziyang Li
| Year of publication: |
2023
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|---|---|
| Authors: | Ma, Feng ; Wahab, M. I. M. ; Chevallier, Julien ; Li, Ziyang |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 1, p. 60-75
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| Subject: | oil future overnight RV | oil futures intraday RV | signed intraday returns | the US stock market volatility | USA | United States | Volatilität | Volatility | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölmarkt | Oil market | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2903 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465762