Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Sisa Shiba and Rangan Gupta
| Year of publication: |
2021
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|---|---|
| Authors: | Shiba, Sisa ; Gupta, Rangan |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 16.2021, 2, p. 1-12
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| Subject: | Uncertainty | infectious diseases | COVID-19 | US treasury securities | realized volatility | forecasting | Volatilität | Volatility | Infektionskrankheit | Infectious disease | USA | United States | Prognoseverfahren | Forecasting model | Staatspapier | Government securities | Coronavirus | Risiko | Risk | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495221500081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656882