Work

Forecasting US stock market volatility: How to use international volatility information

Year: 2020

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.2737

Authors: Yaojie Zhang, Yudong Wang, Feng Ma

Institutions: Nanjing University of Science and Technology, Southwest Jiaotong University

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

Awards: 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, G4189801002, G5416416709, 基于混频技术和模型组合方法的原油市场预测研究, G7597376302, 考虑石油冲击的股市预测：基于加权和变参数正则回归技术的研究

OpenAlex ID: W3098009505

FWCI: 5.448

Cites: 75

Cited by: 30

Related to: 10