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SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Brini, Alessio, Toscano, Giacomo
Format:	Preprint
Publié:	2024
Sujets:	Statistical Finance Computational Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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