Forecasting the Asian stock market volatility: Evidence from WTI and INE oil futures

Ghani, M.; Ma, F.; Huang, D. S.

Ghani, M.; Ma, F.; Huang, D. S..

International Journal of Finance & Economics ; 2022.

Article in English | Web of Science | ID: covidwho-2172982

Keywords

asian stock markets; crude oil futures; eni; high-frequency data; realized volatility forecasting; wfi; realized volatility; crude-oil; equity; transmission; returns; kernels; prices; model; risk; rv

Fulltext

XML

Search on Google

Full text: Available Collection: Databases of international organizations Database: Web of Science Type of study: Experimental Studies Language: English Journal: International Journal of Finance & Economics Year: 2022 Document Type: Article

Similar

MEDLINE

LILACS

LIS

Fulltext

XML

Search on Google