Shaopeng Hong
YOU?
Author Swipe
View article: Forecasting realized volatility in the stock market: a path-dependent perspective
Forecasting realized volatility in the stock market: a path-dependent perspective Open
Volatility forecasting in financial markets is a topic that has received more attention from scholars. In this paper, we propose a new volatility forecasting model that combines the heterogeneous autoregressive (HAR) model with a family of…