"Volatility forecasting using deep recurrent neural networks as GARCH models."

Gustavo L. Di Giorgi et al. (2025)

> Home

Details and statistics

DOI: 10.1007/S00180-023-01349-1

access: closed

type: Journal Article

metadata version: 2025-08-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cstat/GiorgiSAURT25
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cstat/GiorgiSAURT25
Gustavo L. Di Giorgi, Rodrigo Salas, Rodrigo H. Avaria, Cristian Ubal, Harvey Rosas, Romina Torres:
Volatility forecasting using deep recurrent neural networks as GARCH models. Comput. Stat. 40(6): 3229-3255 (2025)

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.