Are volatility indices in international stock markets forward looking? (Q5852472)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5663438
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Are volatility indices in international stock markets forward looking? |
scientific article; zbMATH DE number 5663438 |
Statements
Are volatility indices in international stock markets forward looking? (English)
0 references
27 January 2010
0 references
volatility forecasting
0 references
Granger causality
0 references
0.7858365774154663
0 references
0.7564427256584167
0 references
0.7526723146438599
0 references
0.7405574917793274
0 references
0.7403794527053833
0 references
