Cluster GARCH

By Chen Tong, Peter Reinhard Hansen, Ilya Archakov

Published 2024-06-12

Everscope rating

1841.3

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Cluster GARCH. Problem types: Time Series Forecasting, Volatility Modeling.

arXiv:2406.06860 · Paper rankings

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