Forecasting global stock market volatilities in an uncertain world-Reference-Cited by-同舟云学术

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Forecasting global stock market volatilities in an uncertain world

Published:2023-01 Issue: Volume:85 Page:102463
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Li Zhao-Chen,Xie Chi,Zeng Zhi-Jian,Wang Gang-Jin,Zhang Ting

Funder

National Natural Science Foundation of China

Natural Science Foundation of Hunan Province

National Planning Office of Philosophy and Social Sciences

National Office for Philosophy and Social Sciences

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference79 articles.

1. Impact of interest rate surprises on Islamic and conventional stocks and bonds;Akhtar;Journal of International Money & Finance,2017

2. Answering the skeptics: Yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998

3. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Review of Economics & Statistics,2007

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