Forecasting and trading high frequency volatility on large indices (Q4554453)
From MaRDI portal
scientific article; zbMATH DE number 6979489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting and trading high frequency volatility on large indices |
scientific article; zbMATH DE number 6979489 |
Statements
Forecasting and trading high frequency volatility on large indices (English)
0 references
14 November 2018
0 references
forecasting
0 references
realized volatility
0 references
high-frequency data
0 references
HAR-RV-J
0 references
RNN
0 references
hybrid model
0 references
trading efficiency
0 references
0 references
0 references
0 references
