Cholesky–ANN models for predicting multivariate realized volatility
Year of publication: |
2020
|
---|---|
Authors: | Bucci, Andrea |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2020, 6 (17.02.), p. 865-876
|
Publisher: |
Wiley |
Saved in:
Online Resource
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