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2310.01063
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Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
2 October 2023
Jakub Michañków
Lukasz Kwiatkowski
Janusz Morajda
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ArXiv (abs)
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Papers citing
"Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting"
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Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
Robert Taylor
28
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27 Aug 2024
1