International stock volatility predictability : new evidence from uncertainties
Jiqian Wang, Feng Ma, Tianyang Wang, Lan Wu
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Jiqian ; Ma, Feng ; Wang, Tianyang ; Wu, Lan |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-17
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| Subject: | Economic uncertainty | International volatility forecasting | Transmission channel | Volatilität | Volatility | Risiko | Risk | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | ARCH-Modell | ARCH model | Welt | World | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101781 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433290