The volatility of daily tug-of-war intensity and stock market returns
Fan Bai, Yaqi Zhang, Zhonglu Chen, Yan Li
| Year of publication: |
2023
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|---|---|
| Authors: | Bai, Fan ; Zhang, Yaqi ; Chen, Zhonglu ; Li, Yan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-6
|
| Subject: | Daily tug of war | Return forecasting | Volatility of daily tug-of-war intensity | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103867 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473224