"From GARCH to Neural Network for Volatility Forecast."

Pengfei Zhao et al. (2024)

> Home

Details and statistics

DOI: 10.1609/AAAI.V38I15.29643

access: open

type: Conference or Workshop Paper

metadata version: 2025-10-14

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - conf/aaai/ZhaoZNL24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/aaai/ZhaoZNL24
Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung Ng, Dik Lun Lee:
From GARCH to Neural Network for Volatility Forecast. AAAI 2024: 16998-17006

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.