Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects
Year: 2020
Type: article
Source: Journal of Forecasting
DOI: 10.1002/for.2668
Authors: Lu Wang, Feng Ma, Guoshan Liu
Institution: Southwest Jiaotong University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Awards: G2051556665, G671685112
OpenAlex ID: W3000033593