A Statistical Recurrent Stochastic Volatility Model for Stock Markets (Q6149855)
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scientific article; zbMATH DE number 7813292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Statistical Recurrent Stochastic Volatility Model for Stock Markets |
scientific article; zbMATH DE number 7813292 |
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A Statistical Recurrent Stochastic Volatility Model for Stock Markets (English)
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5 March 2024
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deep learning
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financial econometrics
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recurrent neural networks
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volatility modeling
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