Pages that link to "Item:Q4687631"
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The following pages link to Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions (Q4687631):
Displaying 3 items.
- Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index (Q2045524) (← links)
- Forecasting stock market volatility: the role of gold and exchange rate (Q2129884) (← links)
- A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504) (← links)