Forecasting stock volatility using pseudo-out-of-sample information
Xiaodan Li, Xue Gong, Futing Ge, Jingjing Huang
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Xiaodan ; Gong, Xue ; Ge, Futing ; Huang, Jingjing |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 90.2024, p. 123-135
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| Subject: | Forecast combination | High-frequency data | Out-of-sample weighted | Realized volatility | Technical indicator | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenkurs | Share price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.11.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446892