Media type: E-Book Title: Deep learning for multivariate volatility forecasting in high-dimensional financial time series Contributor: Iwafuchi, Rei [VerfasserIn]; Matsuda, Yasumasa [VerfasserIn] imprint: Sendai, Japan: Center for Data Science and Service Research, Graduate School of Economic and Management, Tohoku University, May, 2024 Published in: Data science and service research discussion paper ; 141 Extent: 1 Online-Ressource (circa 9 Seiten); Illustrationen Language: English Identifier: Keywords: Volatilität ; Multivariate Analyse ; Prognoseverfahren ; Zeitreihenanalyse ; ARCH-Modell ; Hochdimensionale Daten ; Finanzmarkt ; Graue Literatur Origination: Footnote: Access State: Open Access