Forecasting the Risk of Cryptocurrencies: Comparison and Combination of GARCH and Stochastic Volatility Models.Published in:Journal of Time Series Econometrics, 2024, v. 16, n. 2, p. 83, doi. 10.1515/jtse-2023-0039By:Prüser, JanPublication type:Article
Frontmatter.Published in:Journal of Time Series Econometrics, 2024, v. 16, n. 2, p. i, doi. 10.1515/jtse-2024-frontmatter2Publication type:Article
Recurrent Neural Network GO-GARCH Model for Portfolio Selection.Published in:Journal of Time Series Econometrics, 2024, v. 16, n. 2, p. 67, doi. 10.1515/jtse-2023-0012By:Burda, Martin;Schroeder, Adrian K.Publication type:Article