Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Rangan Gupta, Jacobus Nel, and Christian Pierdzioch
| Year of publication: |
2023
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|---|---|
| Authors: | Gupta, Rangan ; Nel, Jacobus ; Pierdzioch, Christian |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 24.2023, 1, p. 111-122
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| Subject: | Forecasting | Investor confidence | Machine learning | Macroeconomic and financial predictors | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | USA | United States | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2021.1949719 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013547864