A long short-term memory enhanced realized conditional heteroskedasticity model
Chen Liu, Chao Wang, Minh-Ngoc Tran, Robert Kohn
| Year of publication: |
2025
|
|---|---|
| Authors: | Liu, Chen ; Wang, Chao ; Minh-Ngoc Tran ; Kohn, Robert |
| 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 |
freely available
| 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