Adaptive Supervised Learning for Volatility Targeting Models
Year of publication: |
[2021]
|
---|---|
Authors: | Benhamou, Eric ; Saltiel, David ; Tabachnik, Serge ; Bourdeix, Corentin ; Chareyron, François ; Guez, Beatrice |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Lernprozess | Learning process | Theorie | Theory |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Series: | Université Paris-Dauphine Research Paper ; No. 3924255 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3924255 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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