Forecasting stock market volatility with macroeconomic variables in real time

Journal of Economics and Business

Volumn 60, Issue 3, 2008, Pages 256-276

  Pierdzioch, Christian ^a   Döpke, Jörg ^b   Hartmann, Daniel ^a  

^a SAARLAND UNIVERSITY   (Germany)

^b University of Applied Sciences Merseburg   (Germany)

Author keywords

Evaluation of forecasting accuracy; Forecasting stock market volatility; Real time macroeconomic data

Indexed keywords

EID: 44249095885     PISSN: 01486195     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconbus.2007.03.001     Document Type: Article

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