Combining HAR models and a feed-forward neural network to forecast one day-ahead realized variance

Additional Metadata
Keywords	Realized variance forecasting; Heterogeneous autoregressive (HAR) model; Machine Learning; Feed-forward neural network; Model combinations; peLASSO
Thesis Advisor	Kleen, O
Persistent URL	hdl.handle.net/2105/67889
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Dorhout Mees, O.M.J. (2023, September 13). Combining HAR models and a feed-forward neural network to forecast one day-ahead realized variance. Econometrie. Retrieved from http://hdl.handle.net/2105/67889

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