A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices

Fuente: arXiv

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Bibliographic Details
Main Author:	Vadrevu, Ujjwala
Format:	Preprint
Published:	2026
Subjects:	Risk Management Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.17275