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1 Ergebnisse
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Forecasting realized volatility with machine learning: Pane..:
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
.
Journal of Empirical Finance. 73 (2023) - p. 251-271 , 2023
Link:
https://doi.org/10.1016/j.jempfin.2023.07.003
RT Journal T1
Forecasting realized volatility with machine learning: Panel data perspective
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jempfin.2023.07.003&Exemplar=1&LAN=DE A1 Zhu, Haibin A1 Bai, Lu A1 He, Lidan A1 Liu, Zhi PB Elsevier BV YR 2023 SN 0927-5398 JF Journal of Empirical Finance VO 73 SP 251 OP 271 LK http://dx.doi.org/https://doi.org/10.1016/j.jempfin.2023.07.003 DO https://doi.org/10.1016/j.jempfin.2023.07.003 SF ELIB - SuUB Bremen
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