The benefits of bagging for forecast models of realized volatility
Year of publication: |
2010
|
---|---|
Authors: | Hillebrand, Eric ; Medeiros, Marcelo C. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 29.2010, 5/6, p. 571-593
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Volatilität | Volatility | USA | United States | 1995-2005 |
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