Uncertainty shocks of Trump election in an interval model of stock market
From MaRDI portal
Publication:5014221
DOI10.1080/14697688.2020.1800070zbMath1479.91383OpenAlexW3083553495MaRDI QIDQ5014221
Kenan Qiao, Yuying Sun, Shou-Yang Wang
Publication date: 1 December 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://research.rug.nl/en/publications/uncertainty-shocks-of-trump-election-in-an-interval-model-of-stock-market(cba78e14-1ea1-4c53-8f6e-b0e9968ea920).html
interval time seriesrange volatilityinterval dummy variablesnonlinear minimum-distance estimatorTrump election
Applications of statistics to actuarial sciences and financial mathematics (62P05) History, political science (91F10) Financial markets (91G15)
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