Olivér Nagy

Eötvös Loránd University

Graduate Student

SCHOLARLY PAPERS

1

DOWNLOADS

52

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

COVID-19 Pandemic and Stock Volatility Forecasts: A Comprehensive Evaluation and Comparisons

Number of pages: 47 Posted: 06 Jun 2024
Chaoyi Chen, Olivér Nagy and Gabor Neszveda
Central Bank of Hungary, Eötvös Loránd University and John von Neumann University - MNB Institute
Downloads 52 (836,913)

Abstract:

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Stock market, Volatility forecasts, GARCH, Winning ratios, Model confidence sets