Recurrent conditional heteroskedasticity
Year of publication: |
2022
|
---|---|
Authors: | Trong-Nghia Nguyen ; Minh-Ngoc Tran ; Kohn, Robert |
Subject: | neural networks | conditional heteroskedasticity | deep learning | volatility modelling | Volatilität | Volatility | Neuronale Netze | Neural networks | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | Lernprozess | Learning process |
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