A Machine Learning Approach to National Stock Index Volatility Prediction

Additional Metadata
Keywords	Volatility prediction; GARCH models; Support Vector Machines; Random Forest; Gradient Boosted Trees; EGARCH-SVR
Thesis Advisor	Pick, A
Persistent URL	hdl.handle.net/2105/62056
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Neree tot Babberich, D. de. (2022, June 23). A Machine Learning Approach to National Stock Index Volatility Prediction. Econometrie. Retrieved from http://hdl.handle.net/2105/62056

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