International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Jia Wang, Xinyi Wang, Xu Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Wang, Jia ; Wang, Xinyi ; Wang, Xu |
| Subject: | Combination models | Crude oil shocks | Machine learning | Volatility forecast | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Ölpreis | Oil price | China | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schock | Shock |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492014