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  • Search: subject:"high-moments spillover"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 Estimation 1 Forecasting model 1 Prognoseverfahren 1 Schätzung 1 Share price 1 Spillover effect 1 Spillover-Effekt 1 Stock market 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 asymmetric spillover 1 high-moments spillover 1 jumps 1 realized volatility 1 stocks 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Al Rababa'a, Abdel Razzaq 1 Kang, Sang Hoon 1 McMillan, David G. 1 Mensi, Walid 1
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Journal of forecasting 1
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Forecasting the realized volatility of stock markets : the roles of jumps and asymmetric spillovers
Al Rababa'a, Abdel Razzaq; Mensi, Walid; McMillan, David G. - In: Journal of forecasting 44 (2025) 4, pp. 1294-1325
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