A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information.

Autor: Ma, Feng1 (AUTHOR) mafeng2016@swjtu.edu.cn, Wahab, M. I. M.2 (AUTHOR), Chevallier, Julien3,4 (AUTHOR), Li, Ziyang5 (AUTHOR)
Zdroj: Journal of Forecasting. Jan2023, Vol. 42 Issue 1, p60-75. 16p.
Databáze: Business Source Ultimate
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