Forecasting stock market volatility : the role of technical variables
Li Liu, Zhiyuan Pan
| Year of publication: |
2020
|
|---|---|
| Authors: | Liu, Li ; Pan, Zhiyuan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 84.2020, p. 55-65
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| Subject: | Business cycle | Forecast combinations | Macroeconomic variables | Predictive regressions | Technical indicators | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Konjunktur | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | Wirtschaftsindikator | Economic indicator | Frühindikator | Leading indicator | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.03.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210290