Sector-level equity returns predictability with machine learning and market contagion measure
Author:
Funder
sacred heart university
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-023-02404-y.pdf
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4. Andersen TG, Bollerslev T, Diebold FX, Labys P (2003) Modeling and forecasting realized volatility. Econometrica 71(2):579–625
5. Ang A, Bekaert G (2007) Stock return predictability: is it there? Rev Finan Stud 20(3):651–707
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