Transformative advances in volatility prediction : unveiling an innovative model selection method using exponentially weighted information criteria
Youyuan Wu, Wei Chong Choo, Bolaji Tunde Matemilola, Wan Cheong Kin, Zhe Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Wu, Youyuan ; Choo, Wei Chong ; Matemilola, Bolaji Tunde ; Wan, Cheong Kin ; Zhang, Zhe |
| Published in: |
International journal of business and systems research : IJBSR. - Genève : Inderscience Enterprises, ISSN 1751-2018, ZDB-ID 2435974-9. - Vol. 18.2024, 6, p. 569-590
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| Subject: | decision making | exponential weighted information criteria | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBSR.2024.142085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015358003