Forecasting stock volatility with a large set of predictors : a new forecast combination method
Year of publication: |
2023
|
---|---|
Authors: | Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Ye, Xin |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1622-1647
|
Subject: | big data | factor importance | forecast combinations | realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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