"Multi-step Prediction of Financial Asset Return Volatility Using ..."

Xiangru Fan et al. (2019)

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DOI: 10.1007/978-3-030-37720-5_9

access: closed

type: Conference or Workshop Paper

metadata version: 2020-01-15

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  - conf/pkdd/FanWWZQ19
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Xiangru Fan, Xiaoqian Wei, Di Wang, Wen Zhang, Wu Qi:
Multi-step Prediction of Financial Asset Return Volatility Using Parsimonious Autoregressive Sequential Model. MIDAS@PKDD 2019: 107-121

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