id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
cord-292093-6pp9l4j2	Li, Yan	The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic	2020-09-03		.txt	text/plain	1877	132	64	title: The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic (2020) has additional predictive ability for European stock market volatility during the COVID-19 pandemic. The main purpose of this paper is to explore whether the IDEMV has additional predictive ability for European stock market realized volatility (RV) during the global pandemic. In addition to the HAR extension models used by Buncic and Gisler (2016) , we also consider two competitive models (i.e., HAR-USRV-IDEMV and HAR-ALL) to examine the predictive ability of IDEMV for the three European stock markets. The out-of-sample results suggest that the IDEMV contains useful information in predicting the RVs of the FCHI and FTSE indices during the global pandemic, while ineffective for German stock market. It is evident that during the COVID-19 the IDEMV contains useful information and the HAR-ALL model has the best predictive ability.	./cache/cord-292093-6pp9l4j2.txt	./txt/cord-292093-6pp9l4j2.txt