Publications by the researcher in collaboration with Rafael Rosillo Camblor (2)


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

    Computational Economics, Vol. 47, Núm. 4, pp. 527-549


  1. 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