Business applications and state-level stock market realized volatility : a forecasting experiment
Matteo Bonato, Oguzhan Cepni, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2024
|
|---|---|
| Authors: | Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 2, p. 456-472
|
| Subject: | business applications | forecasting | realized volatility | state-level investor sentiment | state-level stock markets | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Teilstaat | State of a federation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475351