Less is more? : new evidence from stock market volatility predictability
Fei Lu, Feng Ma, Qiang Guo
| Year of publication: |
2023
|
|---|---|
| Authors: | Lu, Fei ; Ma, Feng ; Guo, Qiang |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-13
|
| Subject: | Stock market | Volatility forecasting | Global financial uncertainty | MIDAS | Uncertainty shocks | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risiko | Risk | Aktienmarkt | Börsenkurs | Share price | Schock | Shock | Schätzung | Estimation | Finanzkrise | Financial crisis | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102819 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014467087