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 | Pakistan | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Risiko | Risk | Wirtschaftspolitik | Economic policy | ARCH-Modell | ARCH model | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013343226