Deep learning for multivariate volatility forecasting in high-dimensional financial time series.

Details 詳細情報について

• CRID

  1050300069818406144

• HANDLE

  10097/0002001327

• Web Site

  https://tohoku.repo.nii.ac.jp/records/2001327

• Text Lang

  en

• Article Type

  departmental bulletin paper

• Data Source

  • IRDB