Work

Global equity market volatility forecasting: New evidence

Year: 2020

Type: article

Source: International Journal of Finance & Economics

DOI: 10.1002/ijfe.2170

Authors: Chao Liang, Yu Wei, Likun Lei, Feng Ma

Institutions: Southwest Jiaotong University, Yunnan University of Finance And Economics, Guizhou University of Finance and Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities, Humanities and Social Science Fund of Ministry of Education of China

Awards: 基于混频技术和组合预测的资产复杂相关性密度预测研究：短期冲击、长期影响与机制转换, G1734686528, G2618567197, G2801031380, 高频数据视角下的金融市场波动率建模及预测：基于机制转换和动态模型平均组合预测法的研究, G4958808415, G533265714, G5637369601, G8267228385

OpenAlex ID: W3049096877

FWCI: 6.754

Cites: 53

Cited by: 39

Related to: 10