Forecasting realized volatility with wavelet decomposition

Forecasting Realized Volatility (RV) is of paramount importance for both academics and practitioners. During recent decades, academic literature has made substantial progress both in terms of methods and predictors under consideration albeit with scarce reference to technical indicators. This paper...

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Bibliographic Details
Main Authors: Ioannis Souropanis, Andrew Vivian
Format: Default Article
Published: 2023
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