Work

Combination forecast based on financial stress categories for global equity market volatility: the evidence during the COVID-19 and the global financial crisis periods

Year: 2023

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2023.2211342

Authors: Yan Li, Chao Liang, Toan Luu Duc Huynh

Institutions: Xi'an Jiaotong University, Southwest Jiaotong University, University of Economics Ho Chi Minh City, Viện Đổi mới sáng tạo

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Đại học Kinh tế Thành phố Hồ Chí Minh, Natural Science Foundation of Sichuan Province

Awards: G5262232695, G7016809831

OpenAlex ID: W4377098321

FWCI: 1.572

Cites: 38

Cited by: 9

Related to: 10