Machine-learning stock market volatility : predictability, drivers, and economic value
Juan D. Díaz, Erwin Hansen, Gabriel Cabrera
| Year of publication: |
2024
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|---|---|
| Authors: | Díaz, Juan ; Hansen, Erwin ; Cabrera, Gabriel |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103286, p. 1-23
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| Subject: | Forecasting | Machine learning | Neural networks | Realized volatility | Technical indicators | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Neuronale Netze | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103286 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014544073