Predicting directional volatility: HAR model with machine learning integration.
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| Title: | Predicting directional volatility: HAR model with machine learning integration. |
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| Authors: | Xie, Xiaodu1 (AUTHOR) xiaodu.xie@hdr.qut.edu.au, Clements, Adam1 (AUTHOR) a.clements@qut.edu.au |
| Source: | Applied Economics Letters. Apr2026, Vol. 33 Issue 7, p961-969. 9p. |
| Database: | Business Source Ultimate |
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| ISSN: | 13504851 |
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| DOI: | 10.1080/13504851.2024.2401512 |