Autoencoder Enhanced Realised GARCH on Volatility Forecasting

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhao, Qianli, Wang, Chao, Gerlach, Richard, Storti, Giuseppe, Zhang, Lingxiang
Format:	Preprint
Published:	2024
Subjects:	Risk Management Machine Learning Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.17136