Cross-market information transmission and stock market volatility prediction
Yide Wang, Zan Chen, Xiaodong Ji
| Year of publication: |
2023
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| Authors: | Wang, Yide ; Chen, Zan ; Ji, Xiaodong |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-14
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| Subject: | Cross-market information flow | Linear and nonlinear Granger causality test | Machine learning | Realized volatility | Transfer entropy | Volatilität | Volatility | Kausalanalyse | Causality analysis | Informationsverbreitung | Information dissemination | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Entropie | Entropy | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101977 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485465