Understanding and Forecasting Stock Market Volatility Through Wavelet Decomposition, Statistical Learning and Econometric Methods
Year of publication: |
2017
|
---|---|
Authors: | Ghosh, Indranil |
Other Persons: | Chaudhuri, Tamal (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Börsenkurs | Share price | Ökonometrie | Econometrics | Statistische Methode | Statistical method |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2930876 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory, (1990)
-
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory, (1989)
-
Stock markets and real-time macroeconomic data
Hartmann, Daniel, (2007)
- More ...
-
Chaudhuri, Tamal, (2017)
-
Chaudhuri, Tamal, (2015)
-
Application of Machine Learning Tools in Predictive Modeling of Pairs Trade in Indian Stock Market
Ghosh, Indranil, (2018)
- More ...