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