Stock market volatility and public information flow: a non-linear perspective (Q2036993)
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scientific article; zbMATH DE number 7365190
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock market volatility and public information flow: a non-linear perspective |
scientific article; zbMATH DE number 7365190 |
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Stock market volatility and public information flow: a non-linear perspective (English)
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30 June 2021
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news analytics
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mixture-distribution hypothesis
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realized GARCH
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smooth transitioning
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stock market volatility
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GARCH-MIDAS
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