Vol-1940⫷ Vol-1941 ⫸Vol-1942
urn:nbn:de:0074-1941-0


Vol-1941/MIDAS2017_paper1⫷Vol-1941/MIDAS2017_paper3⫸Vol-1941/MIDAS2017_paper6
Jacopo De StefaniOlivier CaelenDalila HattabGianluca Bontempi

Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies