Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Houjian Li, Deheng Zhou, Jiayu Hu, Junwen Li, Mengying Su, Lili Guo
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Houjian ; Zhou, Deheng ; Hu, Jiayu ; Li, Junwen ; Su, Mengying ; Guo, Lili |
| 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. 66.2023, p. 1-10
|
| Subject: | Deep learning | Energy stock index | LSTM | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Prognose | Forecast | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | 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.2023.101895 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483435