Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Dimitrios I. Vortelinos
| Year of publication: |
January 2017
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|---|---|
| Authors: | Vortelinos, Dimitrios I. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part B, p. 824-839
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| Subject: | HAR | Principal Components Combining | Neural networks | GARCH | Forecasting | Neuronale Netze | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2015.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011912382