Application of Persistent Homology in Forecasting Realized Volatility
Year of publication: |
[2023]
|
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Authors: | Gobato Souto, Hugo |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Prognose | Forecast | Wechselkurs | Exchange rate | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory | Japan | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4471531 [DOI] |
Classification: | C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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