Modeling of EURO STOXX 50 index price returns based on industrial production surprises: basic and machine learning approach
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DOI: 10.9770/jesi.2020.8.2(77)
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References listed on IDEAS
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More about this item
Keywords
surprises; price; return; EURO STOXX 50; industrial production;All these keywords.
JEL classification:
- L16 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Industrial Organization and Macroeconomics; Macroeconomic Industrial Structure
- P22 - Political Economy and Comparative Economic Systems - - Socialist and Transition Economies - - - Prices
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