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"Forecasting realized volatility using deep learning quantile function."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Jungyoon Song et al. (2025)

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DOI: 10.1016/J.ASOC.2025.113016

access: closed

type: Journal Article

metadata version: 2025-05-09

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Jungyoon Song, Hyunju Lee, Jongu Lee, Woojin Chang:
Forecasting realized volatility using deep learning quantile function. Appl. Soft Comput. 175: 113016 (2025)

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