WP12 · v0.2 · current

Forecasting Realized Volatility Across Asset Classes: HAR, GARCH, and Machine Learning in a Unified Multi-Asset Horse Race, 2013–2026

Simon-Pierre Boucher

Version

v0.2 (#1)

Date

October 2026

Description

Current manuscript as published on www.spboucher.ai (revised edition after the 2026-10-17 scientific review for papers 1–17).

Pages

50

SHA-256

895f8ab283178fdc889fa611a1961e28724ec137086b6c3f33c101f4566e9e51

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