Work

Cholesky–ANN models for predicting multivariate realized volatility

Year: 2020

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.2664

Author: Andrea Bucci

Institution: Marche Polytechnic University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2956220464

FWCI: 5.195

Cites: 42

Cited by: 29

Related to: 10