International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
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DOI: 10.1016/j.najef.2023.102065
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More about this item
Keywords
Machine learning; Combination models; Volatility forecast; Crude oil shocks;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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