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  • Search: subject:"positive and negative jump volatility"
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ARCH model 1 ARCH-Modell 1 Forecasting model 1 LSTM model 1 Prognoseverfahren 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 VaR 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 high-frequency data 1 positive and negative jump volatility 1 realized volatility 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Song, Yuping 1 Wang, Hanchao 1 Zhang, Yilun 1
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Journal of forecasting 1
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Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model
Zhang, Yilun; Song, Yuping; Wang, Hanchao - In: Journal of forecasting 43 (2024) 7, pp. 2749-2765
Persistent link: https://www.econbiz.de/10015110554
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