Stock price crash risk prediction based on high-low frequency dual-layer graph attention network
Muye Han, Zhicheng Hao, Yukun Zhao
| Year of publication: |
2024
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| Authors: | Han, Muye ; Hao, Zhicheng ; Zhao, Yukun |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 96.2024, 2, Art.-No. 103608, p. 1-17
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| Subject: | Investor sentiment | Multi-scale | Risk prediction | Stock price crash | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Risiko | Risk | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103608 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211464