Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261)
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scientific article; zbMATH DE number 7765909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting stock realized variance based on an asymmetric robust regression approach |
scientific article; zbMATH DE number 7765909 |
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Predicting stock realized variance based on an asymmetric robust regression approach (English)
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15 November 2023
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asymmetric effect
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heterogeneous autoregressive realized volatility
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out-of-sample forecasting
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robust regression model
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stock market volatility
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