In this paper, we estimate, model and forecast Realized Range Volatility, a new realized measure and estimator of the … distribution for the innovations. The analysis of the forecast performance during the different periods suggests that including the …

and forecasting. Building on the theory of continuous-time arbitrage-free price processes and the theory of quadratic … volatility forecast, coupled with a parametric lognormal-normal mixture distribution implied by the theoretically and empirically …

frequency information into one model. We consider subsample averaging, bootstrap averaging, forecast averaging methods for the … the averaging methods (subsample averaging, bootstrap averaging, forecast averaging), which serve as different ways of …

and forecasting. Building on the theory of continuous-time arbitrage-free price processes and the theory of quadratic … volatility forecast, coupled with a parametric lognormal-normal mixture distribution implied by the theoretically and empirically …

effectively incorporate persistent homology (PH) into neural network models to increase their forecast accuracy in predicting …), NBEATSx-VP demonstrates a minimum 9% improvement in forecast precision compared to benchmark models. Considering Quasi …

effectively incorporate persistent homology (PH) into neural network models to increase their forecast accuracy in predicting …), NBEATSx-VP demonstrates a minimum 9% improvement in forecast precision compared to benchmark models. Considering Quasi …