Forecasting Realized Volatility in A Heterogeneous Market: A GM(1,1) Approach

Forecasting Realized Volatility in A Heterogeneous Market: A GM(1,1) Approach

Forecasting Realized Volatility in A Heterogeneous Market: A GM(1,1) Approach

Xiaojun Chu, Qiang Huang, Guo Wei

The Journal of Grey System . 2020, (4): 90 -100 .