Matches in SemOpenAlex for { <https://semopenalex.org/work/W4225990593> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W4225990593 endingPage "10" @default.
- W4225990593 startingPage "1" @default.
- W4225990593 abstract "Healthy investor sentiment has an important impact on stock market volatility. To avoid extreme volatility in the stock market, it becomes crucial to focus on the sentiment health of investors. Therefore, we establish the realized volatility model, the implied volatility model, and the historical volatility model, respectively, introduce investor sentiment and market liquidity into these models, and empirically study the forecast effects of future daily and weekly frequency volatility to play a role in the development of the physical industry and the improvement of organizational performance. The study found that the HAR-RV model has the strongest predictive ability, while the GJR-GARCH model’s predictive effect is not ideal; market liquidity and high investor sentiment can improve the predictive effect of most models; compared with long-term (one-week) volatility, the effect of predicting short-term (one-day) volatility is better." @default.
- W4225990593 created "2022-05-05" @default.
- W4225990593 creator A5024054998 @default.
- W4225990593 creator A5030957645 @default.
- W4225990593 creator A5059946901 @default.
- W4225990593 date "2022-03-21" @default.
- W4225990593 modified "2023-09-25" @default.
- W4225990593 title "Empirical Research on the Prediction Effect of Volatility Model Based on the Perspective of Investor Sentiment Health and Market Liquidity" @default.
- W4225990593 cites W2343400084 @default.
- W4225990593 cites W2734498027 @default.
- W4225990593 cites W3121467893 @default.
- W4225990593 cites W3124336248 @default.
- W4225990593 cites W3128231937 @default.
- W4225990593 doi "https://doi.org/10.1155/2022/4689848" @default.
- W4225990593 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/35356615" @default.
- W4225990593 hasPublicationYear "2022" @default.
- W4225990593 type Work @default.
- W4225990593 citedByCount "1" @default.
- W4225990593 countsByYear W42259905932023 @default.
- W4225990593 crossrefType "journal-article" @default.
- W4225990593 hasAuthorship W4225990593A5024054998 @default.
- W4225990593 hasAuthorship W4225990593A5030957645 @default.
- W4225990593 hasAuthorship W4225990593A5059946901 @default.
- W4225990593 hasBestOaLocation W42259905931 @default.
- W4225990593 hasConcept C106159729 @default.
- W4225990593 hasConcept C127413603 @default.
- W4225990593 hasConcept C13290067 @default.
- W4225990593 hasConcept C149782125 @default.
- W4225990593 hasConcept C151730666 @default.
- W4225990593 hasConcept C162324750 @default.
- W4225990593 hasConcept C183582576 @default.
- W4225990593 hasConcept C192620184 @default.
- W4225990593 hasConcept C204036174 @default.
- W4225990593 hasConcept C23922673 @default.
- W4225990593 hasConcept C24189920 @default.
- W4225990593 hasConcept C2780299701 @default.
- W4225990593 hasConcept C2780762169 @default.
- W4225990593 hasConcept C44731940 @default.
- W4225990593 hasConcept C556758197 @default.
- W4225990593 hasConcept C78519656 @default.
- W4225990593 hasConcept C86803240 @default.
- W4225990593 hasConcept C91602232 @default.
- W4225990593 hasConceptScore W4225990593C106159729 @default.
- W4225990593 hasConceptScore W4225990593C127413603 @default.
- W4225990593 hasConceptScore W4225990593C13290067 @default.
- W4225990593 hasConceptScore W4225990593C149782125 @default.
- W4225990593 hasConceptScore W4225990593C151730666 @default.
- W4225990593 hasConceptScore W4225990593C162324750 @default.
- W4225990593 hasConceptScore W4225990593C183582576 @default.
- W4225990593 hasConceptScore W4225990593C192620184 @default.
- W4225990593 hasConceptScore W4225990593C204036174 @default.
- W4225990593 hasConceptScore W4225990593C23922673 @default.
- W4225990593 hasConceptScore W4225990593C24189920 @default.
- W4225990593 hasConceptScore W4225990593C2780299701 @default.
- W4225990593 hasConceptScore W4225990593C2780762169 @default.
- W4225990593 hasConceptScore W4225990593C44731940 @default.
- W4225990593 hasConceptScore W4225990593C556758197 @default.
- W4225990593 hasConceptScore W4225990593C78519656 @default.
- W4225990593 hasConceptScore W4225990593C86803240 @default.
- W4225990593 hasConceptScore W4225990593C91602232 @default.
- W4225990593 hasLocation W42259905931 @default.
- W4225990593 hasLocation W42259905932 @default.
- W4225990593 hasLocation W42259905933 @default.
- W4225990593 hasOpenAccess W4225990593 @default.
- W4225990593 hasPrimaryLocation W42259905931 @default.
- W4225990593 hasRelatedWork W2101740485 @default.
- W4225990593 hasRelatedWork W2109106140 @default.
- W4225990593 hasRelatedWork W2132243807 @default.
- W4225990593 hasRelatedWork W2342897532 @default.
- W4225990593 hasRelatedWork W2802143853 @default.
- W4225990593 hasRelatedWork W3122554324 @default.
- W4225990593 hasRelatedWork W3124133122 @default.
- W4225990593 hasRelatedWork W4200159626 @default.
- W4225990593 hasRelatedWork W4225990593 @default.
- W4225990593 hasRelatedWork W4286742293 @default.
- W4225990593 hasVolume "2022" @default.
- W4225990593 isParatext "false" @default.
- W4225990593 isRetracted "false" @default.
- W4225990593 workType "article" @default.