DeepVol : volatility forecasting from high-frequency data with dilated causal convolutions
Fernando Moreno-Pino and Stefan Zohren
| Year of publication: |
2024
|
|---|---|
| Authors: | Moreno-Pino, Fernando ; Zohren, Stefan |
| Subject: | Deep learning | Dilated causal convolutions | High-frequency data | Realised volatility | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Kausalanalyse | Causality analysis | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2387222 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196873