Oil and the short-term predictability of stock return volatility
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
|
Subject: | Crude oil volatility | Economic significance | Out-of-sample performance | Predictive regression | Stock volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Ölpreis | Oil price | ARCH-Modell | ARCH model | Welt | World |
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