Picture for Christis Katsouris

Christis Katsouris

High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods

Add code
Aug 27, 2023
Viaarxiv icon

Forecast Evaluation in Large Cross-Sections of Realized Volatility

Add code
Dec 09, 2021
Figure 1 for Forecast Evaluation in Large Cross-Sections of Realized Volatility
Figure 2 for Forecast Evaluation in Large Cross-Sections of Realized Volatility
Figure 3 for Forecast Evaluation in Large Cross-Sections of Realized Volatility
Figure 4 for Forecast Evaluation in Large Cross-Sections of Realized Volatility
Viaarxiv icon