Stochastic variational inference for GARCH models

Hanwen Xuan*, Luca Maestrini, Feng Chen, Clara Grazian

*Corresponding author for this work

    Research output: Contribution to journal › Article › peer-review

    Fingerprint

    Dive into the research topics of 'Stochastic variational inference for GARCH models'. Together they form a unique fingerprint.

    Mathematics