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The long memory HEAVY process: modeling and forecasting financial volatility.

Menelaos KaranasosStavroula YfantiApostolos Christopoulos
Published in: Ann. Oper. Res. (2021)
Keyphrases
  • stock market
  • short term
  • exchange rate
  • main memory
  • development process
  • financial time series
  • data sets
  • learning algorithm
  • decision making
  • memory usage
  • modeling method
  • financial markets
  • memory size