Oil and the short-term predictability of stock return volatility
Yudong Wang, Yu Wei, Chongfeng Wu, Libo Yin
| Year of publication: |
2018
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|---|---|
| Authors: | Wang, Yudong ; Wei, Yu ; Wu, Chongfeng ; Yin, Libo |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 47.2018, p. 90-104
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| Subject: | Crude oil volatility | Economic significance | Out-of-sample performance | Predictive regression | Stock volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | ARCH-Modell | ARCH model | Erdöl | Petroleum | Börsenkurs | Share price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2018.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012103481