Capital Market Journal

Capital Markets are the cornerstone foundation of economies

    • MOVING AVERAGE HETEROGENEOUS AUTOREGRESSIVE MODEL

    02.09.2024 09.32.43 REC
    FORECASTING REALIZED VOLATILITY

    A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data

    Posted on capitalmarketsjournal