Predictive Regressions for Aggregate Stock Market Volatility with Machine Learning
Year of publication: |
[2021]
|
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Authors: | Díaz, Juan ; Hansen, Erwin ; Cabrera, Gabriel |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Börsenkurs | Share price | Aktienmarkt | Stock market | Theorie | Theory | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (58 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 19, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3824789 [DOI] |
Classification: | G17 - Financial Forecasting ; C53 - Forecasting and Other Model Applications ; c55 ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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