Linear and Nonlinear Econometric Models versus Machine-Learning Models: Evidence from Realized-Volatility Forecasting(Revised)

Source organization

Federal Reserve

Source date

2026-09-02

Research area

AI & Compute

Document type

Working paper

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Citation

Federal Reserve. Linear and Nonlinear Econometric Models versus Machine-Learning Models: Evidence from Realized-Volatility Forecasting(Revised). 2026-09-02. https://www.federalreserve.gov/econres/feds/linear-and-nonlinear-econometric-models-against-machine-learning-models.htm

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