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

  1. Giner, J. 1
  2. Morini, S. 1
  3. Rosillo, R. 2
  4. De La Fuente, D. 3
  5. Ponte, B. 3
  6. Lozano, J. 3
  1. 1 Universidad de La Laguna
    info

    Universidad de La Laguna

    San Cristobal de La Laguna, España

    ROR https://ror.org/01r9z8p25

  2. 2 Universidad de León
    info

    Universidad de León

    León, España

    ROR https://ror.org/02tzt0b78

  3. 3 Universidad de Oviedo
    info

    Universidad de Oviedo

    Oviedo, España

    ROR https://ror.org/006gksa02

Proceedings:
Proceedings of the 2014 International Conference on Artificial Intelligence, ICAI 2014 - WORLDCOMP 2014

Publisher: CSREA Press

ISBN: 9781601322760

Year of publication: 2014

Pages: 587-593

Type: Conference paper

Data source: Scopus