摘要 : © 2023 Elsevier Inc.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 performance of individual ... 展开
作者 | Niu Z. Wang C. Zhang H. |
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作者单位 | |
期刊名称 | 《International Review of Financial Analysis》 |
页码/总页数 | 1.1-1.14 / 14 |
语种/中图分类号 | 英语 / F8 |
关键词 | Combination forecast Geopolitical risks Machine learning US stock market Volatility forecasting |
DOI | 10.1016/j.irfa.2023.102738 |
馆藏号 | F-198 |