Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Year of publication: |
2022
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Authors: | Hassani, Hossein ; Yeganegi, Mohammad Reza ; Gupta, Rangan ; Demirer, Rıza |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 2, p. 2146-2152
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Subject: | forecasting | income and consumption inequalities | linear and nonlinear models | realized volatility | stock markets | United Kingdom | Schätzung | Estimation | Großbritannien | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Einkommensverteilung | Income distribution |
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