Rafael Reisenhofer

University of Vienna - Faculty of Science and Mathematics

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HARNet: A Convolutional Neural Network for Realized Volatility Forecasting

Center for Financial Studies Working Paper no. 680, 2022
Number of pages: 25 Posted: 31 May 2022
Rafael Reisenhofer, Xandro Bayer and Nikolaus Hautsch
University of Vienna - Faculty of Science and Mathematics, University of Vienna - Department of Statistics and Operations Research and University of Vienna - Department of Statistics and Operations Research
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Abstract:

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