Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning Preprint

SenGupta, Indranil, Nganje, William, Hanson, Erik. (2019). Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning .

cited authors

  • SenGupta, Indranil; Nganje, William; Hanson, Erik

authors

publication date

  • November 29, 2019

webpage

keywords

  • 91G70
  • q-fin.MF
  • q-fin.ST
  • stat.ML