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Graph Neural Networks for Forecasting Multivariate Realized Volatility
  with Spillover Effects

Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects

1 August 2023
Chao Zhang
Xingyue Pu
Mihai Cucuringu
Xiaowen Dong
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Papers citing "Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects"

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