Combining dimensionality reduction methods with neural networks for realized volatility forecasting
Crossref DOI link: https://doi.org/10.1007/s10479-023-05544-7
Published Online: 2023-08-29
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bucci, Andrea http://orcid.org/0000-0001-9872-9761
He, Lidan
Liu, Zhi
Funding for this research was provided by:
Joint Research Fund for Overseas Chinese Scholars and Scholars in Hong Kong and Macao (11971507)
Text and Data Mining valid from 2023-08-29
Version of Record valid from 2023-08-29
Article History
Received: 28 October 2022
Accepted: 8 August 2023
First Online: 29 August 2023