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
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| Authors: | Wang, Jia ; Wang, Xinyi ; Wang, Xu |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 70.2024, Art.-No. 102065, p. 1-23
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| 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 |
| 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