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Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market)
Author Pyrlik, Vladimir Nikolajevič, 1983- (Author) Title Forecasting realized volatility using machine learning and mixed-frequency data (the case of the Russian stock market) / Vladimir Pyrlik, Pavel Elizarov, Aleksandra Leonova Other author Elizarov, Pavel (Author) Leonova, Aleksandra (Author) Issue stat. Prague : CERGE-EI, 2021 Phys.des. 33 stran : ilustrace ; 21 cm ISBN 978-80-7343-520-2 978-80-7344-615-4 Edition Working paper series, ISSN 1211-3298 ; 713 Series/heading Working paper series (CERGE-EI) Note Obsahuje bibliografické odkazy a bibliografii Language note Anglické a české resumé Subj. Headings predikční modely * strojové učení * akcie * kapitálové trhy - Rusko Form, Genre studie Conspect 519.1/.8 - Kombinatorika. Teorie grafů. Matematická statistika. Operační výzkum. Matematické modelování UDC 519.673:519.216.3 * 336.763.2 * 004.85 * 336.76 * (470+571) * (048.8) Country Czech Republic Language English Copy count 1, currently available 1 Owner Kladno SVK Doc. Kind Monographies, maps 
Call number Location Sublocation Info J 401764 Půjčovna literatury místní sklad
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