From GARCH to Neural Network for Volatility Forecast¶

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

Field	Value
Topics	volatility, financial_ml
Authors	Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung NG, Dik Lun Lee
Published	2024-01-29
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2402.06642
URL	Open original source

Relationships¶