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Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?
Hyejin Song
Dong Wan Shin
Jae Keun Yoo
Published in:
Commun. Stat. Simul. Comput. (2018)
Keyphrases
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autoregressive model
anchovy catches
autoregressive
wavelet decomposition
wavelet analysis
neural network
wavelet domain
image processing
higher order
non stationary
visual information