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"Realised Volatility Forecasting: Machine Learning via Financial Word ..."

Eghbal Rahimikia, Stefan Zohren, Ser-Huang Poon (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-08-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2108-00480
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2108-00480
Eghbal Rahimikia, Stefan Zohren, Ser-Huang Poon:
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. CoRR abs/2108.00480 (2021)

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