Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter

Fuente: arXiv

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Bibliographic Details
Main Authors:	Tang, Siu Hin, Rosenbaum, Mathieu, Zhou, Chao
Format:	Preprint
Published:	2023
Subjects:	Statistical Finance Mathematical Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2311.04727