Pages that link to "Item:Q2123691"
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The following pages link to Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (Q2123691):
Displaying 6 items.
- Forecasting financial market volatility using a dynamic topic model (Q1627814) (← links)
- Forecasting volatility for the stock market: a new hybrid model (Q3543516) (← links)
- Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility (Q4687528) (← links)
- Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction (Q4687534) (← links)
- Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations (Q5082682) (← links)
- Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261) (← links)
