The Benefits of Bagging for Forecast Models of Realized Volatility
Year of publication: |
2010
|
---|---|
Authors: | Hillebrand, Eric ; Medeiros, Marcelo |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 29.2010, 5-6, p. 571-593
|
Publisher: |
Taylor & Francis Journals |
Subject: | Bagging | Boostrap | HAR | Realized volatility |
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