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Forecasting the High‐Frequency Covariance Matrix Using the LSTM‐MF Model
Forecasting the High‐Frequency Covariance Matrix Using the LSTM‐MF Model
Fuente:
Wiley Open Access
Saved in:
Bibliographic Details
Main Authors:
Guangying Liu
,
Kewen Shi
,
Meng Yuan
Format:
Artículo Open Access
Published:
Wiley
2025
Subjects:
Journal of Forecasting
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1002/for.70021
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