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2205.07719
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HARNet: A Convolutional Neural Network for Realized Volatility Forecasting
16 May 2022
Rafael Reisenhofer
Xandro Bayer
N. Hautsch
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Papers citing
"HARNet: A Convolutional Neural Network for Realized Volatility Forecasting"
2 / 2 papers shown
Title
Generalized Autoregressive Score Trees and Forests
Andrew J. Patton
Yasin Şimşek
18
3
0
30 May 2023
DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
Fernando Moreno-Pino
S. Zohren
26
12
0
23 Sep 2022
1