Forecasting volatility with machine learning: Panel data approach
Panel data approach: Machine learning methods using panel data analysis are more effective in predicting volatility than traditional linear models, according to a study.
Featured in No. 20 on 12 Oct 2023 · on release day
- Released
- 12 Oct 2023
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 45
- Identifier
- RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).