Anticipating Long-Term Stock Market Volatility

Christian Conrad; Karin Loch

doi:10.1002/jae.2404

Anticipating Long-Term Stock Market Volatility

Journal of Applied Econometrics ◽

10.1002/jae.2404 ◽

2014 ◽

Vol 30 (7) ◽

pp. 1090-1114 ◽

Cited By ~ 73

Author(s):

Christian Conrad ◽

Karin Loch

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility

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Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe

SSRN Electronic Journal ◽

10.2139/ssrn.3033951 ◽

2017 ◽

Cited By ~ 1

Author(s):

Shaen Corbet ◽

Constantin Gurdgiev ◽

Andrew Meegan

Keyword(s):

Stock Market ◽

Market Volatility ◽

Terrorist Attacks ◽

Stock Market Volatility

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Long-term equity anticipation securities and stock market volatility dynamics

Journal of Econometrics ◽

10.1016/s0304-4076(98)00086-4 ◽

1999 ◽

Vol 92 (1) ◽

pp. 75-99 ◽

Cited By ~ 109

Author(s):

Tim Bollerslev ◽

Hans Ole Mikkelsen

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility

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Anticipating Long-Term Stock Market Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2154882 ◽

2012 ◽

Cited By ~ 1

Author(s):

Christian Conrad ◽

Karin Loch

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility

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Long-term stock market volatility and the influence of terrorist attacks in Europe

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2017.11.012 ◽

2018 ◽

Vol 68 ◽

pp. 118-131 ◽

Cited By ~ 17

Author(s):

Shaen Corbet ◽

Constantin Gurdgiev ◽

Andrew Meegan

Keyword(s):

Stock Market ◽

Market Volatility ◽

Terrorist Attacks ◽

Stock Market Volatility

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Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection

Journal of Empirical Finance ◽

10.1016/j.jempfin.2020.05.007 ◽

2020 ◽

Vol 58 ◽

pp. 36-49 ◽

Cited By ~ 2

Author(s):

Tong Fang ◽

Tae-Hwy Lee ◽

Zhi Su

Keyword(s):

Stock Market ◽

Variable Selection ◽

Market Volatility ◽

Stock Market Volatility

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Long-term memory in stock market volatility

Applied Financial Economics ◽

10.1080/096031000416398 ◽

2000 ◽

Vol 10 (5) ◽

pp. 519-524 ◽

Cited By ~ 17

Author(s):

Mike K. P. So

Keyword(s):

Stock Market ◽

Market Volatility ◽

Long Term Memory ◽

Stock Market Volatility ◽

Term Memory

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Estimating Emerging Stock Market Volatility Using Garch Family Models

Indian Journal Of Applied Research ◽

10.15373/2249555x/sept2013/99 ◽

2011 ◽

Vol 3 (9) ◽

pp. 331-333 ◽

Cited By ~ 1

Author(s):

Ramona Birău ◽

◽

Jatin Trivedi

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Family Models

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The Dynamics of Political Risk Rating and Stock Market Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2312161 ◽

2013 ◽

Author(s):

Muhammad Tahir Suleman

Keyword(s):

Stock Market ◽

Political Risk ◽

Market Volatility ◽

Stock Market Volatility ◽

Risk Rating

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Modeling the Egyptian Stock Market Volatility Pre- and Post Circuit Breaker

SSRN Electronic Journal ◽

10.2139/ssrn.572061 ◽

2004 ◽

Cited By ~ 1

Author(s):

Eskandar A. Tooma ◽

Maged S. Sourial

Keyword(s):

Stock Market ◽

Circuit Breaker ◽

Market Volatility ◽

Stock Market Volatility

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Long Memory in Stock Market Volatility: Indian Evidences

Artha Vijnana Journal of The Gokhale Institute of Politics and Economics ◽

10.21648/arthavij/2010/v52/i4/115316 ◽

2010 ◽

Vol 52 (4) ◽

pp. 332 ◽

Cited By ~ 4

Author(s):

Gourishankar S. Hiremath ◽

Bandi Kamaiah

Keyword(s):

Stock Market ◽

Long Memory ◽

Market Volatility ◽

Stock Market Volatility

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