International commodity market and stock volatility predictability : evidence from G7 countries
Jiashun Wang, Jiqian Wang, Feng Ma
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Jiashun ; Wang, Jiqian ; Ma, Feng |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 90.2024, p. 62-71
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| Subject: | Commodity markets | International equity markets | Volatility forecasting | Volatilität | Volatility | Welt | World | Rohstoffmarkt | Commodity market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446887