Forecasting volatility during the outbreak of Russian invasion of Ukraine : application to commodities, stock indices, currencies, and cryptocurrencies
Piotr Fiszeder, Marta Małecka
| Year of publication: |
2022
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|---|---|
| Authors: | Fiszeder, Piotr ; Małecka, Marta |
| Published in: |
Equilibrium : quarterly journal of economics and economic policy. - Olsztyn : Instytut Badań Gospodarczych, ISSN 2353-3293, ZDB-ID 2753615-4. - Vol. 17.2022, 4, p. 939-967
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| Subject: | high-low range | invasion of Ukraine | robust estimation | volatility models | war | Volatilität | Volatility | Ukraine | Russland | Russia | Prognoseverfahren | Forecasting model | Krieg | War | Welt | World | Kriegsfolgen | Consequences of war | Schätzung | Estimation | ARCH-Modell | ARCH model | Aktienindex | Stock index | Wechselkurs | Exchange rate | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24136/eq.2022.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014252602