Volatility forecasting using related markets' information for the Tokyo stock exchange
Nirodha I. Jayawardena, Neda Todorova, Bin Li, Jen-Je Su
| Year of publication: |
2020
|
|---|---|
| Authors: | Jayawardena, Nirodha I. ; Todorova, Neda ; Li, Bin ; Su, Jen-je |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 90.2020, p. 143-158
|
| Subject: | Economic significance | Forecasting | Lunch break | Overnight volatility | Realised volatility | Tokyo stock exchange | Volatilität | Volatility | Japan | Prognoseverfahren | Forecasting model | Börsenhandel | Stock exchange trading | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.05.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012428085