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On the Realized Volatility Forecasting Based on Hybrid Model Integrating HAR Model with Machine Learning Method

Published Online: 2025-05-16

Published Print: 2026-04

Authors

Song, Yan

Yin, Tiantian

Song, Yuping https://orcid.org/0000-0002-7506-1719
Funding

Funding for this research was provided by:

Scientific and Technologial Innovation Programs of Higher Education Institutions in Shanxi (2023L448)

Scientific and Technological Innovation Programs of Higher Education Institutions in Shanxi (2022L641)

Shanghai Planning Project of Philosophy and Social Science (2023BJB009)
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Text and Data Mining valid from 2025-05-16

Version of Record valid from 2025-05-16
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Article History

Accepted: 18 April 2025

First Online: 16 May 2025

Declarations

:

: The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.

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