"Short-term Volatility Estimation for High Frequency Trades using Gaussian ..."

Leonard Mushunje, Maxwell Mashasha, Edina Chandiwana (2023)

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DOI: 10.48550/ARXIV.2311.10935

access: open

type: Informal or Other Publication

metadata version: 2023-11-23

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  dblp key:
  - journals/corr/abs-2311-10935
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  - https://dblp.org/rec/journals/corr/abs-2311-10935
Leonard Mushunje, Maxwell Mashasha, Edina Chandiwana:
Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs). CoRR abs/2311.10935 (2023)

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