Realized Stock-Market Volatility: Do Industry Returns Have Predictive Value?
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-61037-0_18
Reference38 articles.
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3. Ben Nasr, A., Lux, T., Ajmi, A.N., Gupta, R.: Forecasting the volatility of the Dow Jones Islamic stock market index: long memory vs. regime switching. Int. Rev. Econ. Finance 45(1), 559–571 (2016)
4. Breiman, L.: Random forests. Mach. Learn. 45, 5–32 (2001)
5. Bouri, E., Gkillas, K., Gupta, R., Pierdzioch, C.: Forecasting realized volatility of Bitcoin: the role of the trade war. Comput. Econ. (2020, forthcoming)
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