Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
| Year of publication: |
2021
|
|---|---|
| Authors: | Choi, Ji‐Eun ; Shin, Dong-wan |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - 2021 (22.12.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2844 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012808300