S&P 500 volatility, volatility regimes, and economic uncertainty (Q6066273)
From MaRDI portal
scientific article; zbMATH DE number 7765925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | S&P 500 volatility, volatility regimes, and economic uncertainty |
scientific article; zbMATH DE number 7765925 |
Statements
S&P 500 volatility, volatility regimes, and economic uncertainty (English)
0 references
15 November 2023
0 references
economic policy uncertainty
0 references
GARCH-MIDAS
0 references
quantile regression
0 references
regime switching Markov chain regression
0 references
VIX
0 references
volatility
0 references
0 references
