Forecasting realized volatility with machine learning : panel data perspective
Haibin Zhu, Lu Bai, Lidan He, Zhi Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Zhu, Haibin ; Bai, Lu ; He, Lidan ; Liu, Zhi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 73.2023, p. 251-271
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| Subject: | Forecasting | Machine learning | Panel data analysis | Realized volatility | Künstliche Intelligenz | Artificial intelligence | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Panel | Panel study | Prognose | Forecast | Neuronale Netze | Neural networks |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477028