Short- to Long-Term Realized Volatility Forecasting using Extreme Gradient Boosting
Year of publication: |
2022
|
---|---|
Authors: | Teller, Andreas ; Pigorsch, Uta ; Pigorsch, Christian |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 3, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4267541 [DOI] |
Classification: | c58 ; c55 ; C50 - Econometric Modeling. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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