Forecasting stock volatility with a large set of predictors : a new forecast combination method
Xue Gong, Weiguo Zhang, Yuan Zhao, Xin Ye
| Year of publication: |
2023
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|---|---|
| Authors: | Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Ye, Xin |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1622-1647
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| Subject: | big data | factor importance | forecast combinations | realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Big Data | Big data | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2973 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432742