yools56/Neural-Network-based-HAR-models

R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.

语言：R · GitHub 星标：13 · Fork：5

话题：econometrics · finance · har-model · hybrid-modeling · neural-network · realized-volatility · timeseries

在 GitHub 上查看原仓库