TY -
GEN
AU - Chassot, Jonathan
AU - Creel, Michael D.
TI -
Constructing efficient simulated moments using temporal convolutional networks
PB - BSE, Barcelona School of Economics
KW - Temporal convolutional networks
KW - Method of simulated moments
KW - Jump-diffusion stochastic volatility
KW - Graue Literatur
PY - [2023]
BT - BSE working paper ; 1412 (November 2023)
CY - [Barcelona]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -