Stock volatility predictability in bull and bear markets
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Publication:5139219
DOI10.1080/14697688.2020.1725101zbMath1454.91255OpenAlexW2953503255MaRDI QIDQ5139219
Publication date: 7 December 2020
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1725101
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)
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Uses Software
Cites Work
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