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Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin; Bai, Lu; He, Lidan; Liu, Zhi - In: Journal of empirical finance 73 (2023), pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
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The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard; Voev, Valeri - In: Journal of empirical finance 20 (2013), pp. 83-95
Persistent link: https://www.econbiz.de/10009717873
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The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus; Voev, Valeri - In: Journal of empirical finance 20 (2013), pp. 83-95
Persistent link: https://www.econbiz.de/10010063416