A novel cluster HAR-type model for forecasting realized volatility
| Autor: | Yao, Xingzhi, Izzeldin, Marwan, Li, Zhenxiong |
|---|---|
| Zdroj: | In International Journal of Forecasting October-December 2019 35(4):1318-1331 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Yao, Xingzhi, Izzeldin, Marwan, Li, Zhenxiong |
|---|---|
| Zdroj: | In International Journal of Forecasting October-December 2019 35(4):1318-1331 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
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