"CNN-based Realized Covariance Matrix Forecasting."

Yanwen Fang, Philip L. H. Yu, Yaohua Tang (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-07-29

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2107-10602
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  - https://dblp.org/rec/journals/corr/abs-2107-10602
Yanwen Fang, Philip L. H. Yu, Yaohua Tang:
CNN-based Realized Covariance Matrix Forecasting. CoRR abs/2107.10602 (2021)

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