Economics, Econometrics and Finance
3 years ago

New test predicts financial market volatility with unprecedented accuracy!

1 view
Advances in economics, business and management research/Advances in Economics, Business and Management Research
A Simple Test for Causality in Volatility
Chia‐Lin Chang, Michael McAleer

Paper Summary

The article introduces a new test to see if changes in financial market volatility are caused by previous events. The test is based on a simple idea and uses a specific type of mathematical model to make sure the results are reliable. The researchers found that this new test is more straightforward and reliable than previous methods, making it easier to understand and use for predicting market trends.

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