Volatility forecasting with machine learning and intraday commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu, and Zhongmin Qian
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Chao ; Zhang, Yihuang ; Cucuringu, Mihai ; Qian, Zhongmin |
| Subject: | commonality | intraday volatility forecasting | neural networks | realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | ARCH-Modell | ARCH model | Theorie | Theory |
freely available