HARNet: A Convolutional Neural Network for Realized Volatility Forecasting¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, financial_ml
Authors	Rafael Reisenhofer, Xandro Bayer, Nikolaus Hautsch
Published	2022-05-16
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2205.07719
URL	Open original source

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