Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hossein Hassani, Mohammad Reza Yeganegi, Rangan Gupta, Riza Demirer
| 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 | Großbritannien | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Einkommensverteilung | Income distribution | Aktienmarkt | Stock market | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Privater Konsum | Private consumption | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2264 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013184696