Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?-Reference-Cited by-同舟云学术

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Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?

Published:2020-09-27 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Hassani Hossein¹^ORCID,Yeganegi Mohammad Reza²,Gupta Rangan³,Demirer Riza⁴

Affiliation:

1. The Research Institute of Energy Management and Planning (RIEMP) University of Tehran Tehran Iran

2. Department of Accounting Islamic Azad University, Central Tehran Branch Iran

3. Department of Economics University of Pretoria Pretoria South Africa

4. Department of Economics and Finance Southern Illinois University Edwardsville Edwardsville Illinois USA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2264

Reference35 articles.

1. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts

2. The distribution of realized stock return volatility

3. The Distribution of Realized Exchange Rate Volatility

4. Structural breaks and GARCH models of stock return volatility: The case of South Africa

5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model;International Review of Financial Analysis;2024-03

2. Forecasting European stock volatility: The role of the UK;International Review of Financial Analysis;2023-10

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