Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets

  1. Giner, J. 1
  2. Morini, S. 1
  3. Rosillo, R. 2
  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

Journal:
Computational Economics

ISSN: 1572-9974

Year of publication: 2016

Volume: 47

Issue: 4

Pages: 527-549

Type: Article

DOI: 10.1007/s10614-015-9500-0 SCOPUS: 2-s2.0-84930792624 GOOGLE SCHOLAR
Data source: Scopus