realized volatility (RV) data by adding Wasserstein Distance (WD). The study shows that the proposed loss statistically …

Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain … how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal … is based on using the best econometric and machine learning models to forecast realized volatility. In particular, the …