Forecasting High-Frequency Stock Returns: A Comparison of Alternative Methods

Akyıldırım, Erdinc; Aurelio F. Bariviera; Duc Khuong Nguyen; Ahmet Sensoy Forecasting High-Frequency Stock Returns: A Comparison of Alternative Methods Annals of Operations Research 313 (1): 1–25 https://doi.org/10.1007/s10479-021-04464-8