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My bibliography Save this paperCombining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-11-06 (Big Data)
- NEP-CMP-2023-11-06 (Computational Economics)
- NEP-ETS-2023-11-06 (Econometric Time Series)
- NEP-FOR-2023-11-06 (Forecasting)
- NEP-RMG-2023-11-06 (Risk Management)
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