Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
Jorge Caiado, Francisco Lúcio
| Year of publication: |
2023
|
|---|---|
| Authors: | Caiado, Jorge ; Lúcio, Francisco |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-14
|
| Subject: | Cluster analysis | COVID-19 | Forecast accuracy | S&P500 | Threshold GARCH model | Unsupervised machine learning | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Coronavirus | Aktienmarkt | Stock market | Künstliche Intelligenz | Artificial intelligence | Clusteranalyse | Epidemie | Epidemic | Schätzung | Estimation | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.101971 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485321