A long short-term memory enhanced realized conditional heteroskedasticity model
Year of publication: |
2025
|
---|---|
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
|
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 |
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