Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Zibo Niu, Chenlu Wang, Hongwei Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Niu, Zibo ; Wang, Chenlu ; Zhang, Hongwei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-14
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| Subject: | Volatility forecasting | Machine learning | Combination forecast | Geopolitical risks | US stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Geopolitik | Geopolitics | Börsenkurs | Share price | Prognose | Forecast | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102738 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014467061