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An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models

Crossref DOI link: https://doi.org/10.1007/s10614-025-10930-3

Published Online: 2025-05-19

Published Print: 2026-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Bera, Koushik https://orcid.org/0009-0003-5086-7809
Raj, Prakash https://orcid.org/0009-0001-2814-3076
Selvaraju, N. https://orcid.org/0000-0002-7184-4193
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Text and Data Mining valid from 2025-05-19

Version of Record valid from 2025-05-19
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Article History

Accepted: 14 March 2025

First Online: 19 May 2025

Declarations

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: The authors declare that they have no Conflict of interest.