Forecasting price of financial market crash via a new nonlinear potential GARCH model

被引：0
|
作者：
Xing, Dun-Zhong [1 ]
Li, Hai-Feng [3 ]
Li, Jiang-Cheng [2 ]
Long, Chao [2 ]
机构：
[1] Institute of Chinese Financial Studies of SWUFE, Southwestern University of Finance and Economics, Chengdu,610074, China
[2] School of Finance, Yunnan University of Finance and Economics, Kunming,650221, China
[3] School of Economics and Management, Changchun University of Technology, Changchun,130012, China
来源：
Physica A: Statistical Mechanics and its Applications | 2021年 / 566卷
关键词：
Forecasting;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [41] Convergence of Markovian price processes in a financial market transaction model
    Xiaojing Xu
    Jinpeng Ma
    Xiaoping Xie
    Operational Research, 2017, 17 : 239 - 273
  • [42] An Adaptive Multimodal Learning Model for Financial Market Price Prediction
    Anbaee Farimani, Saeede
    Jahan, Majid Vafaei
    Milani Fard, Amin
    IEEE ACCESS, 2024, 12 : 121846 - 121863
  • [43] Forecasting Financial Market Volatility Using a Dynamic Topic Model
    Morimoto T.
    Kawasaki Y.
    Asia-Pacific Financial Markets, 2017, 24 (3) : 149 - 167
  • [44] RESTful Digital Web Services for Market Price Forecasting with R An Application on Equity Markets Using Garch Models
    Calciu, Mihai
    Tudor, Cristiana
    PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON ADVANCES IN COMPUTER SCIENCE AND ENGINEERING (CSE 2013), 2013, 42 : 13 - 15
  • [45] Forecasting the Weekly Spot Oil Price Using a Hybrid Model ARMA-GARCH-MLP and Prophet Forecasting Method
    Sari-hassoun, Salaheddine
    Boudjourfa, Nacer
    Mekidiche, Mohammed
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2025, 59 (01): : 156 - 173
  • [46] Gold price volatility: A forecasting approach using the Artificial Neural Network-GARCH model
    Kristjanpoller, Werner
    Minutolo, Marcel C.
    EXPERT SYSTEMS WITH APPLICATIONS, 2015, 42 (20) : 7245 - 7251
  • [47] Forecasting agricultural price volatility of some export crops in Egypt using ARIMA/GARCH model
    Agbo, Hanan Mahmoud Sayed
    REVIEW OF ECONOMICS AND POLITICAL SCIENCE, 2023, 8 (02) : 123 - 133
  • [48] Forecasting stock price volatility: New evidence from the GARCH-MIDAS model (vol 36, pg 684, 2020)
    Wang, Lu
    Ma, Feng
    Liu, Jing
    Yang, Lin
    INTERNATIONAL JOURNAL OF FORECASTING, 2021, 37 (03) : 1329 - 1329
  • [49] THE RISK MEASUREMENT OF CHINA'S CARBON FINANCIAL MARKET: BASED ON GARCH AND VAR MODEL
    Wang, L.
    Tang, L.
    Qiu, X. M.
    Zhang, X. X.
    Ma, R. H.
    APPLIED ECOLOGY AND ENVIRONMENTAL RESEARCH, 2019, 17 (04): : 9301 - 9315
  • [50] Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation
    Sergey N. Smirnov
    Journal of the Operations Research Society of China, 2024, 12 : 215 - 241
12345