A long short-term memory enhanced realized conditional heteroskedasticity model
Chen Liu, Chao Wang, Minh-Ngoc Tran, Robert Kohn
| Year of publication: |
2025
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|---|---|
| Authors: | Liu, Chen ; Wang, Chao ; Minh-Ngoc Tran ; Kohn, Robert |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 142.2025, Art.-No. 106922, p. 1-10
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| Subject: | Conditional heteroskedasticity | Long short-term memory | Realized volatility measure | Volatility modeling | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106922 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192384