Scenario Generation for Financial Data with a Machine Learning Approach Based on Realized Volatility and Copulas

Autor:	Caio Mário Mesquita, Cristiano Arbex Valle, Adriano César Machado Pereira
Rok vydání:	2023
Předmět:	Economics Econometrics and Finance (miscellaneous) Computer Science Applications
Zdroj:	Computational Economics.
ISSN:	1572-9974 0927-7099
DOI:	10.1007/s10614-023-10387-2
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::08e3d0165a6ab36ef863549be96a0bad https://doi.org/10.1007/s10614-023-10387-2 Zobrazit plný text záznamu Full text from SpringerLink