Skip to main navigation Skip to search Skip to main content

Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model

  • Khaldoun Khashanah
  • , Chenjie Shao

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Fingerprint

Dive into the research topics of 'Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model'. Together they form a unique fingerprint.
Sort by

Earth and Planetary Sciences

Social Sciences

Economics, Econometrics and Finance

Computer Science

Mathematics