Forecasting the aggregate stock market volatility in a data-rich world
Li Liu, Feng Ma, Qing Zeng and Yaojie Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Liu, Li ; Ma, Feng ; Zeng, Qing ; Zhang, Yaojie |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 32, p. 3448-3463
|
| Subject: | Combination forecasts | Economic value | Lasso and elastic net | Monthly realized volatility | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Prognose | Forecast | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Welt | World | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1713291 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012258945