Forecasting sector-level stock market volatility : the role of world uncertainty index
Miao Yu
| Year of publication: |
2023
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|---|---|
| Authors: | Yu, Miao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-5
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| Subject: | High and low volatility regimes | Stock market volatility | World Uncertainty Index | Volatilität | Volatility | Welt | World | Risiko | Risk | Börsenkurs | Share price | Aktienmarkt | Stock market | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schätzung | Estimation | Index | Index number | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104568 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014637114