Attention Without Estimation: Zero-Shot Time Series Foundation Models versus Long-Memory Econometrics in Realized Volatility Forecasting
- DOI
- 10.21203/rs.3.rs-10306663/v1
- Published
- 2026-07-10
- Container
- Not recorded
- Publisher
- Springer Science and Business Media LLC
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.21203/rs.3.rs-10306663/v1,
title = {Attention Without Estimation: Zero-Shot Time Series Foundation Models versus Long-Memory Econometrics in Realized Volatility Forecasting},
author = {Jayachandiran U and Janani Giridharan},
year = {2026},
doi = {10.21203/rs.3.rs-10306663/v1},
url = {https://doi.org/10.21203/rs.3.rs-10306663/v1}
}RIS
TY - JOUR TI - Attention Without Estimation: Zero-Shot Time Series Foundation Models versus Long-Memory Econometrics in Realized Volatility Forecasting AU - Jayachandiran U AU - Janani Giridharan PY - 2026 DO - 10.21203/rs.3.rs-10306663/v1 UR - https://doi.org/10.21203/rs.3.rs-10306663/v1 ER -
APA
U, J., & Giridharan, J. (2026). Attention Without Estimation: Zero-Shot Time Series Foundation Models versus Long-Memory Econometrics in Realized Volatility Forecasting. https://doi.org/10.21203/rs.3.rs-10306663/v1
Source records
- crossref · retrieved 2026-09-25T22:55:20.385Z