Volatility Forecasting with Machine Learning and Intraday Commonality¶
Bibliographic record. Follow the original-source link for the publication.
| Field | Value |
|---|---|
| Topics | volatility, financial_ml, research_methods |
| Authors | Chao Zhang, Yihuang Zhang, Mihai Cucuringu, Zhongmin Qian |
| Published | 2023-03-20 |
| Source | Oxford-Man Institute |
| Identifiers | doi:10.1093/jjfinec/nbad005 |
| URL | Open original source |