Neural-Network-based-HAR-models
PublicR code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.
Creat:2018-09-06T14:37:02
Update:2024-02-22T14:37:00
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R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.