Improving variance forecasts: The role of Realized Variance features
Author:
Publisher
Elsevier BV
Subject
Business and International Management
Reference74 articles.
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Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions;Quantitative Finance;2024-09-05
2. Improving Realised Volatility Forecast for Emerging Markets;SSRN Electronic Journal;2023
3. Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects;Studies in Nonlinear Dynamics & Econometrics;2022-08-10
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