Forecasting volatility in Exchange Traded Funds in the Tehran Exchange (ETF) using realized volatility jump models (HAR, HAR-J, HARQ, HARQ-J)

2025/03/15 by Hallaji, Shiva, Madanchi Zaj, Mahdi, Ohadi, Fereydoun +1
#Forecasting #Jump #Volatility

paper · doi:10.71729/afi.2024.1088596

Abstract

Advances in Finance and Investment,5(3),1

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