Mikael Frenette

University of Quebec at Montreal (UQAM) - Department of Economics

3150, rue Jean-Brillant

Montreal, Quebec H3T 1N8

Canada

  • University of Quebec at Montreal (UQAM) - Department of Economics

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Scholarly Papers (1)

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From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks

Number of pages: 57 Posted: 29 Nov 2023 Last Revised: 23 Apr 2024
Philippe Goulet Coulombe, Mikael Frenette and Karin Klieber
Université du Québec à Montréal - Département des Sciences Économiques, University of Quebec at Montreal (UQAM) - Department of Economics and Oesterreichische Nationalbank (OeNB)
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Citation 2

Abstract:

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neural networks, uncertainty, density forecasting, macroeconomics, maximum likelihood