Forecasting Pakistan stock market volatility : evidence from economic variables and the uncertainty index
Maria Ghani, Qiang Guo, Feng Ma, Tao Li
Year of publication: |
2022
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Authors: | Ghani, Maria ; Guo, Qiang ; Ma, Feng ; Li, Tao |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 1180-1189
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Subject: | Economic policy uncertainty | GARCH-MIDAS model | Macroeconomic variables | Stock market volatility | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Pakistan | Börsenkurs | Share price | ARCH-Modell | ARCH model | Wirkungsanalyse | Impact assessment | Wirtschaftspolitik | Economic policy | Risiko | Risk |
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