Does NVIX matter for market volatility? Evidence from Asia-Pacific markets (Q2148195)
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scientific article; zbMATH DE number 7546834
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| English | Does NVIX matter for market volatility? Evidence from Asia-Pacific markets |
scientific article; zbMATH DE number 7546834 |
Statements
Does NVIX matter for market volatility? Evidence from Asia-Pacific markets (English)
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23 June 2022
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news-based implied volatility
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uncertainty
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stock market volatility
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GARCH-MIDAS
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volatility predictability
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0.80631685
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0.80332893
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0.7942842
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