The effect of sampling frequency on volatility forecasting performance using an LSTM neural network

Additional Metadata
Keywords	volatility; forecasting; high frequency data; sampling frequency; realized volatility; LSTM
Thesis Advisor	Khismatullina, M
Persistent URL	hdl.handle.net/2105/67177
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Tol, J.P.A. van. (2023, August 10). The effect of sampling frequency on volatility forecasting performance using an LSTM neural network. Econometrie. Retrieved from http://hdl.handle.net/2105/67177

Publication