Forecasting stock market volatility: a combination approach
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Publication:782059
DOI10.1155/2020/1428628zbMath1459.91231OpenAlexW3033634575MaRDI QIDQ782059
Jie Kang, Xiaodi Dong, Huiting Zhou, Zhi-feng Dai
Publication date: 22 July 2020
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/1428628
Cites Work
- Approximately normal tests for equal predictive accuracy in nested models
- Handbook of economic forecasting. Volume 1
- A modified Perry's conjugate gradient method-based derivative-free method for solving large-scale nonlinear monotone equations
- Asset allocation under multivariate regime switching
- Two nonparametric approaches to mean absolute deviation portfolio selection model
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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