Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Bumho Son, Yunyoung Lee, Seongwan Park, Jaewook Lee
| Year of publication: |
2023
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|---|---|
| Authors: | Son, Bumho ; Lee, Yunyoung ; Park, Seongwan ; Lee, Jaewook |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1539-1559
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| Subject: | graph neural network | volatility forecasting | volatility spillover | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Neuronale Netze | Neural networks | Aktienmarkt | Stock market | Welt | World | Schätzung | Estimation | Aktienindex | Stock index | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2975 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432719