Forecasting stock market volatility : the sum of the parts is more than the whole
Shang Gao, Zhikai Zhang, Yudong Wang, Yaojie Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Gao, Shang ; Zhang, Zhikai ; Wang, Yudong ; Zhang, Yaojie |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-8
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| Subject: | HAR model | Realized semi-variance | Variance decomposition | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Prognose | Forecast | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Theorie | Theory | 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.2023.103849 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014473040