Concepedia

What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning

Mrinalini Srivastava, Amar Rao, Jaya Singh Parihar, Shubham Chavriya, Surendar Singh

Resources Policy · 2022 · 36 citations · 72 references

DOI

Concepts

References

72

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

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Measuring Geopolitical Risk

Dario Caldara, Matteo Iacoviello · American Economic Review · 2022 · 3.2K citations

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GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics

Robert F. Engle · The Journal of Economic Perspectives · 2001 · 1.2K citations

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Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Ha Young Kim, Chang Hyun Won · Expert Systems with Applications · 2018 · 752 citations

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Fintech, financial inclusion and income inequality: a quantile regression approach

Ayse Demir, Vanesa Pesqué‐Cela, Yener Altunbaş et al. · European Journal of Finance · 2020 · 750 citations · Full text

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