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From GARCH to Neural Network for Volatility Forecast

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Zhao, Pengfei, Zhu, Haoren, NG, Wilfred Siu Hung, Lee, Dik Lun
Format:	Preprint
Publié:	2024
Sujets:	Statistical Finance Machine Learning
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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