Predicting directional volatility: HAR model with machine learning integration.

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Bibliographic Details
Title: Predicting directional volatility: HAR model with machine learning integration.
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
DOI:10.1080/13504851.2024.2401512