@article{giner_morini_rosillo_2016, title={Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets}, volume={47}, ISSN={1572-9974}, DOI={10.1007/S10614-015-9500-0}, number={4}, journal={Computational Economics}, publisher={Springer New York LLC}, author={Giner, Javier and Morini, Sandra and Rosillo, Rafael}, year={2016}, pages={527-549} }