"Autoencoder Enhanced Realised GARCH on Volatility Forecasting."

Qianli Zhao et al. (2024)

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DOI: 10.48550/ARXIV.2411.17136

access: open

type: Informal or Other Publication

metadata version: 2025-01-01

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  - journals/corr/abs-2411-17136
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  - https://dblp.org/rec/journals/corr/abs-2411-17136
Qianli Zhao, Chao Wang, Richard Gerlach, Giuseppe Storti, Lingxiang Zhang:
Autoencoder Enhanced Realised GARCH on Volatility Forecasting. CoRR abs/2411.17136 (2024)

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