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HAR-type Models for Volatility Forecasting: An Empirical Investigation.

Giuseppina AlbanoD. De Gaetano
Published in: EUROCAST (1) (2019)
Keyphrases
  • garch model
  • probabilistic model
  • forecast models
  • real time
  • data mining
  • model selection
  • statistical models
  • data sets
  • stock market
  • neural network model
  • prediction model
  • hybrid model