Machine learning for realised volatility forecasting

2026/08/01 by Eghbal Rahimikia, Ser-Huang Poon

paper · doi:10.1016/j.jempfin.2026.101739

published in Journal of Empirical Finance 88, 101739 (Elsevier BV)

crossref created 2026/05/21 · crossref issued 2026/08/01 · crossref published 2026/08/01 · crossref published-print 2026/08/01 · crossref deposited 2026/08/07 · crossref indexed 2026/08/07

Citations

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