Sandra
Morini Marrero
Associate Professor
Rafael
Rosillo Camblor
Publications by the researcher in collaboration with Rafael Rosillo Camblor (2)
2016
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Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets
Computational Economics, Vol. 47, Núm. 4, pp. 527-549
2014
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Predictive capacity of VIX and VDAX in relation to the first maturity
Proceedings of the 2014 International Conference on Artificial Intelligence, ICAI 2014 - WORLDCOMP 2014