Forecasting price of financial market crash via a new nonlinear potential GARCH model
type: Item
instance of: scholarly article
title: Forecasting price of financial market crash via a new nonlinear potential GARCH model
author: Dun-Zhong Xing
author: Jiang-Cheng Li
author: Chao Long
author: Haifeng Li
published in: Physica A
publication date: 2022-01-19T00:00:00Z
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7459824
zbMATH Keywords: econophysics
zbMATH Keywords: financial market crash
zbMATH Keywords: new nonlinear potential GARCH model
zbMATH Keywords: out of sample forecasting
zbMATH Keywords: SPA test
zbMATH Keywords: nonlinear potential function
MaRDI profile type: Publication
full work available at URL: j.physa.2020.125649
OpenAlex ID: W3110665809
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DOI: 10.1016/J.PHYSA.2020.125649
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description: scientific article; zbMATH DE number 7459824