Forecasting European stock volatility : the role of the UK
Jun Gao, Xiang Gao, Chen Gu
| Year of publication: |
2023
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|---|---|
| Authors: | Gao, Jun ; Gao, Xiang ; Gu, Chen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-8
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| Subject: | European stock market | Lead-lag relations | Limited attention | Realized variance | Volatility forecast | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | Stock market | EU-Staaten | EU countries | Europa | Europe | Großbritannien | United Kingdom | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102728 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014464832