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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| Main Authors: | , |
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| Format: | Default Article |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/24330364.v1 |
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