Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Stock volatility predictability in bull and bear markets - MaRDI portal

Stock volatility predictability in bull and bear markets (Q5139219)

From MaRDI portal
scientific article; zbMATH DE number 7282769
Language Label Description Also known as
English
Stock volatility predictability in bull and bear markets
scientific article; zbMATH DE number 7282769

    Statements

    title
    Stock volatility predictability in bull and bear markets (English)
    0 references
    author
    Xingyi Li
    0 references
    Valeriy Zakamulin
    0 references
    publication date
    7 December 2020
    0 references
    zbMATH Keywords
    stock markets
    0 references
    volatility forecasting
    0 references
    state dependence
    0 references
    high-frequency data
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G15
    0 references
    62P05
    0 references
    62M20
    0 references
    zbMATH DE Number
    7282769
    0 references
    OpenAlex ID
    W2953503255
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5139219&oldid=36638087"
    Powered by MediaWiki