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Autoencoder Enhanced Realised GARCH on Volatility Forecasting

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Zhao, Qianli, Wang, Chao, Gerlach, Richard, Storti, Giuseppe, Zhang, Lingxiang
Format:	Preprint
Publié:	2024
Sujets:	Risk Management Machine Learning Econometrics
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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