Publication | Open Access

Intraday forecasts of a volatility index: functional time series methods with dynamic updating

Intraday ForecastsVolatility ModelingMultivariate Stochastic VolatilityEngineeringAsset PricingFinanceDynamic UpdatingEconomic ForecastingForecasting MethodologyPredictive AnalyticsVolatility IndexEconometricsBusinessForecastingFunctional Data AnalysisStatisticsTime Series Econometrics