Two-Stage Volatility-Quantile Models using Deep Learning Density Networks with Application to Cryptocurrencies
Fields of Study & Subjects
Stock Market Forecasting Methods
Financial Risk and Volatility Modeling
Complex Systems and Time Series Analysis
Publication details
- Journal / source
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Publication date
- 1 January 2026
- Document type
- Preprint