Modeling and Forecasting Intraday Spot Volatility
A novel regression method for predicting intraday spot volatility outperforms other regression and machine learning techniques in predictive accuracy.
Featured in No. 51 on 28 May 2024 · 6 days after release · 1 citation today
- Released
- 22 May 2024
- First featured
- No. 51 · 28 May 2024
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4837207
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).