Evaluating the efficacy of NHITS for forecasting stock realized volatility: a comparative analysis with established models (2025)
- Autor:
- Autor USP: SOUTO, HUGO GOBATO - Interinstitucional de Pós-Graduação em Estatística
- Unidade: Interinstitucional de Pós-Graduação em Estatística
- DOI: 10.1007/s10614-025-10917-0
- Subjects: ANÁLISE DE SÉRIES TEMPORAIS; REDES NEURAIS; MERCADO FINANCEIRO
- Keywords: NHITS; Realized volatility; Time series forecasting
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: Computational Economics
- ISSN: 0927-7099
- Volume/Número/Paginação/Ano: In press
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
SOUTO, Hugo Gobato. Evaluating the efficacy of NHITS for forecasting stock realized volatility: a comparative analysis with established models. Computational Economics, 2025Tradução . . Disponível em: https://doi.org/10.1007/s10614-025-10917-0. Acesso em: 24 jan. 2026. -
APA
Souto, H. G. (2025). Evaluating the efficacy of NHITS for forecasting stock realized volatility: a comparative analysis with established models. Computational Economics. doi:10.1007/s10614-025-10917-0 -
NLM
Souto HG. Evaluating the efficacy of NHITS for forecasting stock realized volatility: a comparative analysis with established models [Internet]. Computational Economics. 2025 ;[citado 2026 jan. 24 ] Available from: https://doi.org/10.1007/s10614-025-10917-0 -
Vancouver
Souto HG. Evaluating the efficacy of NHITS for forecasting stock realized volatility: a comparative analysis with established models [Internet]. Computational Economics. 2025 ;[citado 2026 jan. 24 ] Available from: https://doi.org/10.1007/s10614-025-10917-0 - A generalization of the topological tail dependence theory: from indices to individual stocks
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Informações sobre o DOI: 10.1007/s10614-025-10917-0 (Fonte: oaDOI API)
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