Discovering the drivers of stock market volatility in a data-rich world
Dohyun Chun, Hoon Cho, Doojin Ryu
| Year of publication: |
2023
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|---|---|
| Authors: | Chun, Dohyun ; Cho, Hoon ; Ryu, Doojin |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 82.2023, p. 1-24
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| Subject: | Asset allocation | Cross-market studies | Global financial markets | Hetergeneous autoregressive model | LASSO | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2022.101684 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014245870