volatility forecasting

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Forecasting volatility using combination across estimation windows: An application to S&P500 stock market index.

Gaetano, Davide De;

2019 mathematical biosciences and engineering : mbe DOI: 10.3934/mbe.2019361 250 views

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PloS one

ISSN: 1932-6203 7,398 views

mathematical biosciences and engineering : mbe

ISSN: 1551-0018 1,018 views

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financial time series forecast combinations parameter instability structural breaks