Forecasting stock market volatility under parameter and model uncertainty
Zhao-Chen Li, Chi Xie, Gang-Jin Wang, You Zhu, Jian-You Long, Yang Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Zhao-Chen ; Chi, Xie ; Wang, Gang-Jin ; Zhu, You ; Long, Jian-You ; Zhou, Yang |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-29
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| Subject: | Dynamic model averaging | Forecast combination | Model uncertainty | Parameter uncertainty | Stock market volatility | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Theorie | Theory | Aktienmarkt | Stock market | Risiko | Risk | ARCH-Modell | ARCH model | Modellierung | Scientific modelling | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014463139