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]
@article{GuLDHH19,
title = {Forecasting Realized Volatility in Financial Markets Based on a Time-Varying Non-Parametric Model},
author = {Wentao Gu and Zhong-di Liu and Cui Dong and Jian He and Ming-Chuan Hsieh},
year = {2019},
doi = {10.20965/jaciii.2019.p0641},
url = {https://doi.org/10.20965/jaciii.2019.p0641},
researchr = {https://researchr.org/publication/GuLDHH19},
cites = {0},
citedby = {0},
journal = {JACIII},
volume = {23},
number = {4},
pages = {641-648},
}