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"Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies."
Jacopo De Stefani et al. (2017)
- Jacopo De Stefani, Olivier Caelen, Dalila Hattab, Gianluca Bontempi:
Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies. MIDAS@PKDD/ECML 2017: 17-28
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