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Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
Choi, Ji‐Eun
;
Shin, Dong Wan
- In:
Journal of Forecasting
(
2021
)
Persistent link: https://www.econbiz.de/10012808300
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Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
Choi, Ji-Eun
;
Shin, Dong Wan
- In:
Journal of Forecasting
37
(
2018
)
6
,
pp. 691-704
Persistent link: https://www.econbiz.de/10012081999
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