High-dimensional Cross-market Dependence Modeling and Portfolio Forecasting by Copula Variational LSTM
Year of publication: |
[2021]
|
---|---|
Authors: | Xu, Jia ; Cao, Longbing |
Publisher: |
[S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 7, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3881474 [DOI] |
Classification: | g001 |
Source: | ECONIS - Online Catalogue of the ZBW |
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