"Combining Deep Learning and GARCH Models for Financial Volatility and Risk ..."

Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda (2024)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2024-11-19

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Jakub Michanków, Lukasz Kwiatkowski, Janusz Morajda:
Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting. ISD 2024

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