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Forecasting stock market volatility: the role of gold and exchange rate

The objective of our paper is to show that gold and exchange rate volatility is predictive of stock volatility from both in-sample and out-of-sample perspectives. There exists very significant predictability from gold and exchange rate volatility to Hang Seng Index (HSI) return volatility among in-s...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखकों: Zhifeng Dai, Huiting Zhou, Xiaodi Dong
स्वरूप: Artigo
भाषा:Inglês
प्रकाशित: AIMS Press 2020-07-01
श्रृंखला:AIMS Mathematics
विषय:
ऑनलाइन पहुंच:https://www.aimspress.com/article/10.3934/math.2020327/fulltext.html
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