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
Early News is Good News: The Effects of Market Opening on Market Volatility - MaRDI portal

Early News is Good News: The Effects of Market Opening on Market Volatility

From MaRDI portal

Publication:3368215

Jump to:navigation, search

DOI10.2202/1558-3708.1034zbMath1078.91540OpenAlexW2078142433MaRDI QIDQ3368215

Barbara Pacini, Giampiero M. Gallo

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/648

zbMATH Keywords

persistence forecasting news volatility GARCH models

Mathematics Subject Classification ID

Trade models (91B60)

This page was built for publication: Early News is Good News: The Effects of Market Opening on Market Volatility

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3368215&oldid=16631951"