Investors' uncertainty and forecasting stock market volatility
Ruipeng Liu and Rangan Gupta
| Year of publication: |
2022
|
|---|---|
| Authors: | Liu, Ruipeng ; Gupta, Rangan |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 23.2022, 3, p. 327-337
|
| Subject: | Investors' uncertainty | MSM | Stock market risk | Volatility forecasting | Volatilität | Volatility | Risiko | Risk | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Theorie | Theory | Börsenkurs | Share price | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2020.1867551 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013353013