@misc
{TN_libero_mab2,
author = {
Zhang, Chao
AND
Zhang, Yihuang
AND
Cucuringu, Mihai
AND
Qian, Zhongmin
},
title = {
Volatility forecasting with machine learning and intraday commonality
},
publisher = {SSRN},
keywords = {
Intraday volatility forecasting
,
Neural networks
,
Realized volatility
,
Commonality
},
year = {[2022]},
abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2022 erstellt},
address = {
[S.l.]
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}