Forecasting Realized Volatility in Financial Markets Based on a Time-Varying Non-Parametric Model

Wentao Gu, Zhong-di Liu, Cui Dong, Jian He, Ming-Chuan Hsieh. Forecasting Realized Volatility in Financial Markets Based on a Time-Varying Non-Parametric Model. JACIII, 23(4):641-648, 2019. [doi]

Abstract

Abstract is missing.