A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen, Minh-Ngoc Tran, David Gunawan, and Robert Kohn
| Year of publication: |
2023
|
|---|---|
| Authors: | Trong-Nghia Nguyen ; Minh-Ngoc Tran ; Gunawan, David ; Kohn, Robert |
| Subject: | Deep learning | Financial econometrics | Recurrent neural networks | Volatility modeling | Volatilität | Volatility | Neuronale Netze | Neural networks | Stochastischer Prozess | Stochastic process | Theorie | Theory | Aktienmarkt | Stock market | Finanzmarktökonometrie | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2028631 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014448201