Anupam Das Gupta

University of Chittagong

Hathazari, Chittagong, Bangladesh

Chittagong, Chittagong 4331

Bangladesh

  • University of Chittagong

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Impact of Early COVID-19 Pandemic on the US and European Stock Markets and Volatility Forecasting

Number of pages: 40 Posted: 25 Oct 2020
Mohammad Mazibar Rahman, Anupam Das Gupta, Mohammed Mohi Uddin, Mahmud Hossain and Mohammad Zoynul Abedin
Hajee Mohammad Danesh Science & Technology University, University of Chittagong, University of Illinois at Springfield, King Fahd University of Petroleum & Minerals - Department of Accounting and MIS and Hajee Mohammad Danesh Science and Technology University
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Abstract:

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COVID-19, General linear model, Implied volatility, Forecasting accuracy