A mixture deep neural network GARCH model for volatility forecasting (Q6153097)
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scientific article; zbMATH DE number 7804316
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A mixture deep neural network GARCH model for volatility forecasting |
scientific article; zbMATH DE number 7804316 |
Statements
A mixture deep neural network GARCH model for volatility forecasting (English)
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13 February 2024
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volatility forecasting
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deep autoregressive network
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GARCH model
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