Anwendung von Deep Learning in der Prognose der Volatilität des DAX : ein Vergleich der Prognosegüte von GARCH und LSTM

Nico Knuth, Andreas Nastansky

Year of publication:	2025
Authors:	Knuth, Nico ; Nastansky, Andreas
Publisher:	Potsdam : Universität Potsdam
Subject:	Künstliche Neuronale Netze \| Volatilitätsprognosen \| asymmetrische Volatilität \| GARCH \| LSTM \| artificial neural networks \| asymmetric volatility \| volatility prediction

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