Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wei, Jingyi, Yang, Steve, Cui, Zhenyu
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.09380