Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features | Zendy

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Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features

Author(s) -

Peter Nystrup,

Petter N. Kolm,

Erik Lindström

Publication year - 2020

Publication title -

ssrn electronic journal

Language(s) - English

Resource type - Journals

ISSN - 1556-5068

DOI - 10.2139/ssrn.3594875

Subject(s) - volatility (finance) , econometrics , financial economics , economics , business , monetary economics

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