Nonlinear high-frequency stock market time series: modeling and combine forecast evaluations (Q5082682)
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scientific article; zbMATH DE number 7545658
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| English | Nonlinear high-frequency stock market time series: modeling and combine forecast evaluations |
scientific article; zbMATH DE number 7545658 |
Statements
Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (English)
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21 June 2022
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realized volatility
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heterogeneous autoregressive model
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combine forecast methods
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0.7410743832588196
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0.7324720025062561
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0.7320477366447449
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0.7305739521980286
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