The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Yan Li, Chao Liang, Feng Ma, Jiqian Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Yan ; Liang, Chao ; Ma, Feng ; Wang, Jiqian |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 36.2020, p. 1-7
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| Subject: | COVID-19 | Global pandemic | IDEMV | VIX | Volatility forecasting | Volatilität | Volatility | Coronavirus | Epidemie | Epidemic | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Welt | World | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101749 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012484308