Work

Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility

Year: 2014

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2014.03.007

Authors: Feng Ma, Yu Wei, Dengshi Huang, Yixiang Chen

Institution: Southwest Jiaotong University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

OpenAlex ID: W2050143770

FWCI: 8.542

Cites: 56

Cited by: 44

Related to: 10