Intraday Volatility-Volume Joint Modeling and Forecasting: A State-Space Approach

Shengjie Xiu, Daniel P. Palomar. Intraday Volatility-Volume Joint Modeling and Forecasting: A State-Space Approach. In 31st European Signal Processing Conference, EUSIPCO 2023, Helsinki, Finland, September 4-8, 2023. pages 1395-1399, IEEE, 2023. [doi]

Abstract

Abstract is missing.