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  • Search: subject:"robust regression model"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Analysis of variance 1 Börsenkurs 1 Capital income 1 Estimation 1 Forecasting model 1 Kapitaleinkommen 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Robust statistics 1 Robustes Verfahren 1 Schätzung 1 Share price 1 Stock market 1 Theorie 1 Theory 1 Time series analysis 1 Varianzanalyse 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 asymmetric effect 1 heterogeneous autoregressive realized volatility 1 out-of-sample forecasting 1 robust regression model 1 stock market volatility 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Hao, Xianfeng 1 He, Mengxi 1 Zhang, Yaojie 1 Zhao, Yuqi 1
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Bulletin of economic research 1
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Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie; He, Mengxi; Zhao, Yuqi; Hao, Xianfeng - In: Bulletin of economic research 75 (2023) 4, pp. 1022-1047
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