# Volatility Forecasting with Machine Learning and Intraday Commonality

> Research article (Journal of Financial Econometrics, 2023) · cited 43× · AI/ML

**Wikidata**: [openalex:W4327904189](https://www.wikidata.org/wiki/openalex:W4327904189)  
**Source**: https://4ort.xyz/entity/volatility-forecasting-with-machine-learning-and-intraday-commonality
