Forecasting stock return volatility using a robust regression model (Q5012734): Difference between revisions
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Latest revision as of 02:20, 20 March 2024
scientific article; zbMATH DE number 7433698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting stock return volatility using a robust regression model |
scientific article; zbMATH DE number 7433698 |
Statements
Forecasting stock return volatility using a robust regression model (English)
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25 November 2021
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asset allocation
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forecasting
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Huber loss function
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robust regression model
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stock volatility
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