Functional volatility forecasting
Yingwen Tan, Zhensi Tan, Yinfen Tang, Zhiyuan Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Tan, Yingwen ; Tan, Zhensi ; Tang, Yinfen ; Zhang, Zhiyuan |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 8, p. 3009-3034
|
| Subject: | diffusion processes | functional time series | high-frequency data | intraday volatility curves | volatility forecasting | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3170 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110595