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  • Search: subject:"Volatility decomposition method"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 Forecasting model 1 Mixed data sampling model 1 Prognoseverfahren 1 Share price 1 Stock market 1 Theorie 1 Theory 1 Volatility 1 Volatility decomposition method 1 Volatility forecasting 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Wang 1 Lu, Xinjie 1 Wang, Jiqian 1
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International review of economics & finance : IREF 1
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ECONIS (ZBW) 1
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Modeling and managing stock market volatility using MRS-MIDAS model
Chen, Wang; Lu, Xinjie; Wang, Jiqian - In: International review of economics & finance : IREF 82 (2022), pp. 625-635
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