Ivolution Research Journal · Working paper

Prospective QLIKE validation of replicated overnight-RV forecasts

The unchanged replicated overnight-RV forecast reduces genuinely prospective QLIKE, MSE, and MAE loss beyond the exact opening-RV baseline on both ES and NQ.

MST-58 · v1·Proposed·Established literature·Microstructure

Cite as: MST-58: Prospective QLIKE validation of replicated overnight-RV forecasts. Ivolution Research Journal.

Publication status

The study is published as a working paper while a required data source remains unavailable. No result exists yet.

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ES · NQ

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360 min

MST-58: Prospective QLIKE validation of replicated overnight-RV forecasts — Ivolution Research Journal