Machine learning for realised volatility forecasting
Eghbal Rahimikia; Ser-Huang Poon
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Journal of Empirical Finance
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1016/j.jempfin.2026.101739
The original publisher provides the full text and its access options.
Cite this source
Eghbal Rahimikia; Ser-Huang Poon. Machine learning for realised volatility forecasting. Journal of Empirical Finance. 2026-08. https://doi.org/10.1016/j.jempfin.2026.101739