Do industries predict stock market volatility? : evidence from machine learning models
Zibo Niu, Riza Demirer, Muhammad Tahir Suleman, Hongwei Zhang, Xuehong Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Niu, Zibo ; Demirer, Rıza ; Suleman, Muhammad Tahir ; Zhang, Hongwei ; Zhu, Xuehong |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 90.2024, Art.-No. 101903, p. 1-26
|
| Subject: | Gradual information diffusion | HAR model | Industry and market volatility | Machine learning | Realized volatility | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101903 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494704