Improving stock market volatility forecasts with complete subset linear and quantile HAR models.
Stefan LyócsaDaniel StasekPublished in: Expert Syst. Appl. (2021)
Keyphrases
- stock market
- garch model
- short term
- stock price
- financial markets
- stock index futures
- historical data
- financial time series
- stock returns
- stock exchange
- stock trading
- trading rules
- trading systems
- financial data
- trading strategies
- financial news
- investment strategies
- listed companies
- long term
- forecasting model
- chinese stock market
- stock market data
- foreign exchange
- stock index
- neural network
- technical indicators
- decision support system