Herding effect and volatility forecast in Chinese stock market
The market herding effect significantly enhances the prediction of market volatility in the Chinese stock market, particularly in long-term predictions, with machine learning algorithms performing better than linear models.
Featured in No. 7 on 12 Jul 2023 · on release day
- Released
- 12 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:wly:jforec:v:42:y:2023:i:5:p:1275-1290
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).