Modeling and predicting the CBOE market volatility index
Marcelo Fernandes; Marcelo C. Medeiros; Marcel Scharth
| Year of publication: |
2014
|
|---|---|
| Authors: | Fernandes, Marcelo ; Medeiros, Marcelo C. ; Scharth, Marcel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 40.2014, p. 1-10
|
| Subject: | Heterogeneous autoregression | Implied volatility | Neural networks | VIX | Volatilität | Volatility | Neuronale Netze | Optionsgeschäft | Option trading | Index | Index number | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402334