The Benefits of Bagging for Forecast Models of Realized Volatility
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Publication:3063858
DOI10.1080/07474938.2010.481554zbMath1201.91228OpenAlexW2045746104MaRDI QIDQ3063858
Eric Hillebrand, Marcelo C. Medeiros
Publication date: 15 December 2010
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2010.481554
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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