Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models
Z Niu, C Wang, H Zhang - International Review of Financial Analysis, 2023 - Elsevier
This paper investigates how geopolitical risks influence the prediction performance on the
US stock market volatility with machine learning models. Further, it compares the predictive …
US stock market volatility with machine learning models. Further, it compares the predictive …
Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models
Z Niu, C Wang, H Zhang - 2023 - ir.lzu.edu.cn
摘要This paper investigates how geopolitical risks influence the prediction performance on
the US stock market volatility with machine learning models. Further, it compares the …
the US stock market volatility with machine learning models. Further, it compares the …
Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models
Z Niu, C Wang, H Zhang - International Review of Financial …, 2023 - ideas.repec.org
This paper investigates how geopolitical risks influence the prediction performance on the
US stock market volatility with machine learning models. Further, it compares the predictive …
US stock market volatility with machine learning models. Further, it compares the predictive …
Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models
Z Niu, C Wang, H Zhang - International Review of Financial …, 2023 - econpapers.repec.org
This paper investigates how geopolitical risks influence the prediction performance on the
US stock market volatility with machine learning models. Further, it compares the predictive …
US stock market volatility with machine learning models. Further, it compares the predictive …