Predictive capacity of VIX and VDAX in relation to the first maturity

  1. Giner, J.
  2. Morini, S.
  3. Rosillo, R.
  4. De La Fuente, D.
  5. Ponte, B.
  6. Lozano, J.
Proceedings:
Proceedings of the 2014 International Conference on Artificial Intelligence, ICAI 2014 - WORLDCOMP 2014

ISBN: 9781601322760

Year of publication: 2014

Pages: 587-593

Type: Conference paper