Forecasting stock market volatility with macroeconomic variables in real time
Christian Pierdzioch; Jörg Döpke; Daniel Hartmann
| Year of publication: |
2008
|
|---|---|
| Authors: | Pierdzioch, Christian ; Döpke, Jörg ; Hartmann, Daniel |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 60.2008, 3, p. 256-276
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| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Konjunktur | Business cycle | Schätzung | Estimation | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003749133