Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH

By Dimitrios I. Vortelinos. 2017

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d8a30eb4ae8a3287a354ca01ab9ee80f70b780ee