The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474938.2010.481554
+Normal rank
@@ Property / OpenAlex ID @@
+W2045746104
@@ Property / OpenAlex ID: W2045746104 / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
+Normal rank
@@ Property / cites work @@
+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Analyzing bagging
@@ Property / cites work: Analyzing bagging / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Sieve Extremum Estimates for Weakly Dependent Data
+Normal rank
@@ Property / cites work @@
+Realised quantile-based estimation of the integrated variance
+Normal rank
@@ Property / cites work @@
+The Volatility of Realized Volatility
@@ Property / cites work: The Volatility of Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Modelling the persistence of conditional variances
+Normal rank
@@ Property / cites work @@
+Tests of Conditional Predictive Ability
@@ Property / cites work: Tests of Conditional Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
+Normal rank
@@ Property / cites work @@
+Moving Average-Based Estimators of Integrated Variance
+Normal rank
@@ Property / cites work @@
+Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives
+Normal rank
@@ Property / cites work @@
+Multilayer feedforward networks are universal approximators
+Normal rank
@@ Property / cites work @@
+To Combine Forecasts or to Combine Information?
@@ Property / cites work: To Combine Forecasts or to Combine Information? / rank @@
+Normal rank
@@ Property / cites work @@
+How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+Artificial neural networks: an econometric perspective<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+Bagging binary and quantile predictors for time series
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
+Normal rank
@@ Property / cites work @@
+A Tale of Two Time Scales
@@ Property / cites work: A Tale of Two Time Scales / rank @@
+Normal rank