Work

Forecasting Aggregate Stock Market Volatility Using Financial and Macroeconomic Predictors: Which Models Forecast Best, When and Why?

Year: 2016

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2017.03.003

Author: Nima Nonejad

Institution: Aalborg University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2595513610

FWCI: 8.372

Cites: 55

Cited by: 104

Related to: 10