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]

Authors

Wentao Gu

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Zhong-di Liu

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Cui Dong

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Jian He

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Ming-Chuan Hsieh

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