Pages that link to "Item:Q4554453"
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The following pages link to Forecasting and trading high frequency volatility on large indices (Q4554453):
Displayed 3 items.
- A neural network enhanced volatility component model (Q4991057) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)