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Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data

Josip Arnerić

Josip Arnerić

Faculty of Economics and Business, University of Zagreb,Zagreb, Croatia
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Arnerić, Josip
, 
Tea Poklepović

Tea Poklepović

Faculty of Economics, Business and Tourism, University ofSplit, Croatia
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Poklepović, Tea
 and 
Juin Wen Teai

Juin Wen Teai

National University ofSingapore, Singapore
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Teai, Juin Wen
  
Jul 28, 2018
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Published Online: Jul 28, 2018
Page range: 18 - 34
Received: Jan 29, 2018
Accepted: Apr 21, 2018
DOI: https://doi.org/10.2478/bsrj-2018-0016
Keywords
© 2018 Josip Arnerić, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Language:
English
Publication timeframe:
2 times per year
Journal Subjects:
Business and Economics, Business Management, Management, Organization, Corporate Governance, Business Management, other, Mathematics and Statistics for Economists, Mathematics
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