Volatility Forecasting: Can ML Beat Multivariate HAR Models?

Dai, Yuyang; Yan, Yilin

doi:10.1109/icecai62591.2024.10674893

2024 5th International Conference on Electronic Communication and Artificial Intelligence (ICECAI) 2024

DOI: 10.1109/icecai62591.2024.10674893

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Volatility Forecasting: Can ML Beat Multivariate HAR Models?

Yuyang Dai,

Yilin Yan

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Volatility Forecasting: Can ML Beat Multivariate HAR Models?

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