Multivariate Realized Volatility Forecasting with Graph Neural Network¶

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

Field	Value
Topics	volatility, financial_ml, microstructure
Authors	Qinkai Chen, Christian-Yann Robert
Published	2021-12-17
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2112.09015
URL	Open original source

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