Enhancing Stock Market Volatility Prediction with New Bagging Model
A new model combining an autoregressive model and bagging method is more effective in predicting U.S. stock market volatility than traditional models, a study found.
Featured in No. 7 on 12 Jul 2023 · on release day
- Released
- 12 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:eee:reveco:v:87:y:2023:i:c:p:445-456
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