HIGHLIGHTS
- who: Xue Gong from the School of Business Administration, South China University of Technology have published the article: Uncertainty index and stock volatility prediction: evidence from international markets, in the Journal: (JOURNAL) of August/23,/2019
- what: This study investigates the predictability of a fixed (UI) for realized variances (volatility) in the international stock markets from a high-frequency perspective. In the following, the authors focused on the coefficient, u03b2, since its significance reflects the predictability of UI. The authors focused on 23 stock markets globally, e_g, the U.S .
- how: This approach . . .
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