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Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan; Pierdzioch, Christian - In: Financial innovation : FIN 9 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
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The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22
out-of-sample analyses over multiple forecast horizons, based on daily data from November 22, 2017, to December, 30, 2021 … relationship between Bitcoin prices and stock sector volatility. Regardless of the stock sectors or number of forecast horizons …
Persistent link: https://www.econbiz.de/10014289060