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Predicting directional volatility: HAR model with machine learning integration.

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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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An: 193083944
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  Data: Predicting directional volatility: HAR model with machine learning integration.
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  Data: <searchLink fieldCode="JN" term="%22Applied+Economics+Letters%22">Applied Economics Letters</searchLink>. Apr2026, Vol. 33 Issue 7, p961-969. 9p.
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        Value: 10.1080/13504851.2024.2401512
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      – Code: eng
        Text: English
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        PageCount: 9
        StartPage: 961
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      – TitleFull: Predicting directional volatility: HAR model with machine learning integration.
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            NameFull: Xie, Xiaodu
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            – D: 01
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              Text: Apr2026
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              Y: 2026
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