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Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
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Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: International review of financial analysis 94 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
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Application of supervised machine learning techniques to forecast the COVID‑19 U.S. recession and stock market crash
Malladi, Rama K. - In: Computational economics 63 (2024) 3, pp. 1021-1045
Persistent link: https://www.econbiz.de/10014546241
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Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos; Hanias, Michael; Magafas, Lykourgos; … - In: Journal of risk 24 (2022) 5, pp. 33-49
Persistent link: https://www.econbiz.de/10014546349
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A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
Campisi, Giovanni; Muzzioli, Silvia; De Baets, Bernard - In: International journal of forecasting 40 (2024) 3, pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
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Hybridization of ARIMA with learning models for forecasting of stock market time series
Pokou, Frédy; Kamdem, Jules Sadefo; Benhmad, François - In: Computational economics 63 (2024) 4, pp. 1349-1399
Persistent link: https://www.econbiz.de/10014549025
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Forecasting real activity using cross-sectoral stock market information
Chatelais, Nicolas; Stalla-Bourdillon, Arthur; Chinn, … - In: Journal of international money and finance 131 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014248856
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Sentiment indices and stock returns : evidence from China
Xu, Yongan; Wang, Jianqiong; Chen, Zhonglu; Liang, Chao - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 1063-1080
Persistent link: https://www.econbiz.de/10014253347
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Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014253794
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Predicting the equity market risk premium : a model selection approach
Ciner, Cetin - In: Economics letters 215 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013448254