"Evaluating Forecast Distributions in Neural Network HAR-Type Models for ..."

Michele La Rocca, Cira Perna (2024)

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DOI: 10.1007/978-3-031-62495-7_38

access: closed

type: Conference or Workshop Paper

metadata version: 2024-07-04

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Michele La Rocca, Cira Perna:
Evaluating Forecast Distributions in Neural Network HAR-Type Models for Range-Based Volatility. EANN 2024: 504-517

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