Stock market volatility prediction : evidence from a new bagging model
Qin Luo, Jinfeng Bu, Weiju Xu, Dengshi Huang
| Year of publication: |
2023
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|---|---|
| Authors: | Luo, Qin ; Bu, Jinfeng ; Xu, Weiju ; Huang, Dengshi |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 445-456
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| Subject: | Bagging | Categorical EPU indices | U.S. stock market | Volatility forecasting | Volatilität | Volatility | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | USA | United States | Börsenkurs | Share price | Schätzung | Estimation | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.05.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472410