Combinação da projeção da volatilidade percebida por Redes Neurais e HAR
Alternative title: | Combining neural network and HAR forecasts of perceived volatility |
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Year of publication: |
2019
|
Authors: | Araújo, Alcides ; Ávila Montini, Alessandra de ; Sampaio, Joelson Oliveira |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 17.2019, 1, p. 51-79
|
Subject: | High Frequency Data | Realized Volatility | Forecast Combination |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.12660/rbfin.v17n1.2019.71580 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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