Forecasting price of financial market crash via a new nonlinear potential GARCH model
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Publication:2068471
DOI10.1016/j.physa.2020.125649OpenAlexW3110665809MaRDI QIDQ2068471
Dun-Zhong Xing, Jiang-Cheng Li, Chao Long, Hai-Feng Li
Publication date: 19 January 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2020.125649
econophysicsfinancial market crashnew nonlinear potential GARCH modelnonlinear potential functionout of sample forecastingSPA test
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