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2010.13061
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Recurrent Conditional Heteroskedasticity
25 October 2020
T.-N. Nguyen
Minh-Ngoc Tran
Robert Kohn
BDL
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Papers citing
"Recurrent Conditional Heteroskedasticity"
4 / 4 papers shown
Title
Variational Inference for GARCH-family Models
M. Magris
Alexandros Iosifidis
117
1
0
05 Oct 2023
Generalized Autoregressive Score Trees and Forests
Andrew J. Patton
Yasin Şimşek
47
3
0
30 May 2023
Deep Learning Enhanced Realized GARCH
Chen Liu
Chao Wang
Minh-Ngoc Tran
Robert Kohn
22
0
0
16 Feb 2023
A practical tutorial on Variational Bayes
Minh-Ngoc Tran
Trong-Nghia Nguyen
Viet-Hung Dao
BDL
74
38
0
01 Mar 2021
1
