#Realized-volatility

Showing 2 of 2 repositories tagged #realized-volatility, ranked by stars

M2VN-Multi-Modal-Learning-Network-for-Volatility-Forecasting

Official code - M2VN(Multi-Modal Learning Network for Volatility Forecasting)

★ 11 ⑂ 2 —

Jupyter Notebook

Compare realized volatility estimators for intraday data

★ 10 ⑂ 1 —

Related Topics

#quantitative-finance #volatility #forecating #volatility-forecasting #finance #garch #semivariance #statistics #time-series-analysis #yang-zhang