Forecasting stock return volatility using a robust regression model (Q5012734): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:25, 5 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)
0 references
25 November 2021
0 references
asset allocation
0 references
forecasting
0 references
Huber loss function
0 references
robust regression model
0 references
stock volatility
0 references
