Cargando…
Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets
Based on the work of Buncic and Gisler (2017), this paper investigates whether the roles of jump components will change in forecasting the volatility of international equity markets during the COVID-19 pandemic. Interestingly, in contrast to the conclusions of Buncic and Gisler (2017), we find jump...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9021036/ https://www.ncbi.nlm.nih.gov/pubmed/35469270 http://dx.doi.org/10.1016/j.frl.2022.102896 |