Volatility forecasting with Hybrid-LSTM models: Evidence from the COVID-19 period

Ao Yang*, Qing Ye, Jia Zhai

*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Fingerprint

Dive into the research topics of 'Volatility forecasting with Hybrid-LSTM models: Evidence from the COVID-19 period'. Together they form a unique fingerprint.

Social Sciences

Economics, Econometrics and Finance

Mathematics