Industry volatility concentration and the predictability of aggregate stock market volatility
Mengxi He, Danyan Wen, Lu Xing, Yaojie Zhang
| Year of publication: |
2024
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| Authors: | He, Mengxi ; Wen, Danyan ; Xing, Lu ; Zhang, Yaojie |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 95.2024, Art.-No. 103488, p. 1-17
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| Subject: | Prediction | Industry volatility | Aggregate stock market volatility | Herfindahl index | Investor sentiment | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103488 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015143902