A Statistical Recurrent Stochastic Volatility Model for Stock Markets (Q6149855)

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scientific article; zbMATH DE number 7813292
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    A Statistical Recurrent Stochastic Volatility Model for Stock Markets
    scientific article; zbMATH DE number 7813292

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      A Statistical Recurrent Stochastic Volatility Model for Stock Markets (English)
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      5 March 2024
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      deep learning
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      financial econometrics
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      recurrent neural networks
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      volatility modeling
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