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Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?

Hyejin SongDong Wan ShinJae Keun Yoo
Published in: Commun. Stat. Simul. Comput. (2018)
Keyphrases
  • autoregressive model
  • anchovy catches
  • autoregressive
  • wavelet decomposition
  • wavelet analysis
  • neural network
  • wavelet domain
  • image processing
  • higher order
  • non stationary
  • visual information