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Deep learning for multivariate volatility forecasting in high-dimensional financial time series.
http://hdl.handle.net/10097/0002001327
http://hdl.handle.net/10097/0002001327c3efc0f3-7f68-4648-9a83-803bd2e45886
名前 / ファイル | ライセンス | アクション |
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||||
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公開日 | 2024-05-07 | |||||||||
タイトル | ||||||||||
言語 | en | |||||||||
タイトル | Deep learning for multivariate volatility forecasting in high-dimensional financial time series. | |||||||||
言語 | ||||||||||
言語 | eng | |||||||||
資源タイプ | ||||||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||
資源タイプ | departmental bulletin paper | |||||||||
著者 |
Iwafuchi, Rei
× Iwafuchi, Rei
× Matsuda, Yasumasa
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書誌情報 |
DSSR Discussion Papers 号 141, p. 1-9, 発行日 2024-05 |
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著者版フラグ | ||||||||||
出版タイプ | VoR | |||||||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||
出版者 | ||||||||||
出版者 | 東北大学大学院経済学研究科 | |||||||||
登録日 | ||||||||||
日付 | 2024-05-07 | |||||||||
日付タイプ | Available | |||||||||
公開日(投稿完了日) | ||||||||||
日付 | 2024-05-07 | |||||||||
日付タイプ | Available | |||||||||
発行日 | ||||||||||
日付 | 2024-05 | |||||||||
日付タイプ | Created | |||||||||
公開範囲 | ||||||||||
値 | 学外 |