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Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index

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Year: 2022
Type: article
Source: International Review of Economics & Finance
DOI: 10.1016/j.iref.2022.04.003
Authors: Maria Ghani, Qiang Guo, Feng Ma, Tao Li
Institutions: Southwest Jiaotong University, China West Normal University
Language: English

Topic: Market Dynamics and Volatility
Subfield: Economics and Econometrics
Field: Economics, Econometrics and Finance
Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China
Awards: 中国原油期货市场波动率建模、预测及其应用研究:基于时变机制转换和动态稀疏权重组合方法, G8267228385
OpenAlex ID: W4224301613
FWCI: 8.649
Cites: 53
Cited by: 53
Related to: 10
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