Publication | Closed Access
VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective
38
Citations
46
References
2020
Year
Vix ForecastingVolatility ModelingForecasting MethodologyEngineeringAsset PricingEconomic ForecastingPredictive AnalyticsBusinessSystems EngineeringGarch ModelsForecastingObservable Dynamic JumpsNonlinear Time SeriesGarch-type Model
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