Uncertainty shocks of Trump election in an interval model of stock market
DOI10.1080/14697688.2020.1800070zbMATH Open1479.91383OpenAlexW3083553495MaRDI QIDQ5014221FDOQ5014221
Authors: Yuying Sun, Kenan Qiao, Shouyang 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
Recommendations
- Brexit and its impact on the US stock market
- Modeling the variance of return intervals toward volatility prediction
- Modeling and forecasting interval time series with threshold models
- Threshold autoregressive models for interval-valued time series data
- Interval time series analysis with an application to the sterling-dollar exchange rate
interval time seriesrange volatilityinterval dummy variablesnonlinear minimum-distance estimatorTrump election
History, political science (91F10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)
Cites Work
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- A multiple indicators model for volatility using intra-daily data
- Measuring volatility with the realized range
- The Impact of Uncertainty Shocks
- Title not available (Why is that?)
- Constrained linear regression models for symbolic interval-valued variables
- Estimation of a flexible simple linear model for interval data based on set arithmetic
- On the variance of fuzzy random variables
- Centre and range method for fitting a linear regression model to symbolic interval data
- Intervention Analysis with Applications to Economic and Environmental Problems
- Modelling interval data with Normal and Skew-Normal distributions
- Uncertainty Shocks in a Model of Effective Demand
- Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
- Threshold autoregressive models for interval-valued time series data
- Modeling Interval Time Series with Space–Time Processes
- Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling
Cited In (5)
- Forecasting interval-valued crude oil prices using asymmetric interval models
- Model averaging for interval-valued data
- Mapping the presidential election cycle in US stock markets
- Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
- Title not available (Why is that?)
This page was built for publication: Uncertainty shocks of Trump election in an interval model of stock market
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5014221)
