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Forecasting Non-Stationary Volatility with Hyper-Parameters

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  • Yoshua Bengio
  • Charles Dugas

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  • Yoshua Bengio & Charles Dugas, 2002. "Forecasting Non-Stationary Volatility with Hyper-Parameters," CIRANO Working Papers 2002s-50, CIRANO.
    • Handle: RePEc:cir:cirwor:2002s-50
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    File URL: https://cirano.qc.ca/files/publications/2002s-50.pdf
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    References listed on IDEAS

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    1. Nathalie de Marcellis-Warin & Erwann Michel-Kerjan, 2001. "The Public-Private Sector Risk-Sharing in the French Insurance "Cat. Nat. System"""," CIRANO Working Papers 2001s-60, CIRANO.
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