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Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Deep, Akash, Appiah, Nicholas, Rachev, Svetlozar T.
Format:	Preprint
Publié:	2026
Sujets:	Statistical Finance Machine Learning
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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