Deep Learning Enhanced Multivariate GARCH

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wang, Haoyuan, Liu, Chen, Tran, Minh-Ngoc, Wang, Chao
Format:	Preprint
Published:	2025
Subjects:	Computational Finance Artificial Intelligence Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2506.02796