Forecasting volatility using double shrinkage methods

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Norman R. Swanson ◽  
Xiye Yang
Keyword(s):  
Shrinkage Methods ◽  
Forecasting Volatility

Forecasting Volatility Using Double Shrinkage Methods

2019 ◽  
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Norman Rasmus Swanson ◽  
Xiye Yang
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Shrinkage Methods ◽  
Forecasting Volatility

scholarly journals Effect of different artificial shrinkage methods, when applied before blastocyst vitrification, on perinatal outcomes

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Vol 15 (1) ◽  
Author(s):  
Caizhu Wang ◽  
Guixue Feng ◽  
Bo Zhang ◽  
Hong Zhou ◽  
Jinhui Shu ◽  
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pp. 139-156 ◽  
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Estimating and Forecasting Volatility Using Leverage Effect

2017 ◽  
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Christina Dan Wang ◽  
Per A. Mykland ◽  
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Forecasting Volatility

scholarly journals Forecasting Volatility

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