More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?

Chao Liang, Lu Wang, Duy Duong

Year of publication:	2024
Authors:	Liang, Chao ; Wang, Lu ; Duy Duong
Subject:	GARCH-MIDAS \| Stock volatility \| Volatility forecasting \| War attention \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation \| ARCH-Modell \| ARCH model \| Krieg \| War \| Aktienmarkt \| Stock market

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