SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
Publication
, Preprint
Brini, A; Toscano, G
January 11, 2024
Duke Scholars
Publication Date
January 11, 2024
Citation
APA
Chicago
ICMJE
MLA
NLM
Brini, A., & Toscano, G. (2024). SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via
Vol-of-Vol-Informed Graph Attention Networks.
Brini, Alessio, and Giacomo Toscano. “SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via
Vol-of-Vol-Informed Graph Attention Networks,” January 11, 2024.
Brini, Alessio, and Giacomo Toscano. SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via
Vol-of-Vol-Informed Graph Attention Networks. 11 Jan. 2024.
Publication Date
January 11, 2024