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Forecasting and trading on the VIX futures market : a neural network approach based on open to close returns and coincident indicators
Ballestra, Luca Vincenzo
;
Guizzardi, Andrea
;
Palladini, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1250-1262
Persistent link: https://www.econbiz.de/10012305272
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