Higashide, Takuo; Tanaka, Katsuyuki; Kinkyō, Takuji; … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-18
This study analyzes the importance of the Tokyo Stock Exchange Co-Location dataset (TSE Co-Location dataset) to … popular linear regression model used to forecast RV. This study expands the HAR model using the TSE Co-Location dataset, stock … algorithm and a nonlinear model. The TSE Co-Location dataset is a new dataset. This is the only information that shows the …