International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Year of publication: |
2024
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Authors: | Wang, Jia ; Wang, Xinyi ; Wang, Xu |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 70.2024, Art.-No. 102065, p. 1-23
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Subject: | Combination models | Crude oil shocks | Machine learning | Volatility forecast | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | China | Künstliche Intelligenz | Artificial intelligence |
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