Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models
| العنوان: | Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models |
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| المؤلفون: | Yuping Song, Xiaolong Tang, Hemin Wang, Zhiren Ma |
| المصدر: | Journal of Forecasting. 42:51-59 |
| بيانات النشر: | Wiley, 2022. |
| سنة النشر: | 2022 |
| مصطلحات موضوعية: | Strategy and Management, Modeling and Simulation, Management Science and Operations Research, Statistics, Probability and Uncertainty, Computer Science Applications |
| تدمد: | 1099-131X 0277-6693 |
| DOI: | 10.1002/for.2899 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::0f3efa204bc6e87507478cc2f17bf743 https://doi.org/10.1002/for.2899 |
| Rights: | CLOSED |
| رقم الانضمام: | edsair.doi...........0f3efa204bc6e87507478cc2f17bf743 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 1099131X 02776693 |
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| DOI: | 10.1002/for.2899 |