Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting
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This paper has been announced in the following NEP Reports:- NEP-BIG-2023-10-09 (Big Data)
- NEP-CMP-2023-10-09 (Computational Economics)
- NEP-ECM-2023-10-09 (Econometrics)
- NEP-ETS-2023-10-09 (Econometric Time Series)
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