"Intraday forecasts of a volatility index: functional time series methods ..."

Han Lin Shang, Yang Yang, Fearghal Kearney (2019)

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DOI: 10.1007/S10479-018-3108-4

access: closed

type: Journal Article

metadata version: 2020-10-26

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Han Lin Shang, Yang Yang, Fearghal Kearney:
Intraday forecasts of a volatility index: functional time series methods with dynamic updating. Ann. Oper. Res. 282(1-2): 331-354 (2019)

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