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  • Search: subject:"multivariate volatility forecasting"
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ARCH model 1 ARCH-Modell 1 Artificial intelligence 1 Forecasting model 1 Künstliche Intelligenz 1 LSTM 1 Multivariate Analyse 1 Multivariate analysis 1 Neural networks 1 Neuronale Netze 1 Nichtlineare Regression 1 Nonlinear regression 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 machine learning 1 multivariate volatility forecasting 1 nonlinear time series 1
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Burda, Martin 1 Schroeder, Adrian K. 1
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Journal of time series econometrics 1
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Recurrent neural network GO-GARCH model for portfolio selection
Burda, Martin; Schroeder, Adrian K. - In: Journal of time series econometrics 16 (2024) 2, pp. 67-81
Persistent link: https://www.econbiz.de/10015117680
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