Pseudo-Out-of-Sample Information for Forecasting Stock Volatility
A new method using technical indicators for predicting volatility in the Chinese stock market outperforms existing models.
Featured in No. 34 on 23 Jan 2024 · on release day
- Released
- 23 Jan 2024
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135
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