Neural Generalised AutoRegressive Conditional Heteroskedasticity

23 February 2022

Papers citing "Neural Generalised AutoRegressive Conditional Heteroskedasticity"

2 / 2 papers shown

Title
Variational Heteroscedastic Volatility Model Zexuan Yin P. Barucca AI4TS 10 0 0 11 Apr 2022
Dynamic Covariance Models for Multivariate Financial Time Series Yue Wu José Miguel Hernández-Lobato Zoubin Ghahramani 59 45 0 18 May 2013