Sandra
Morini Marrero
Profesora Titular Universidad
Universidad de León
León, EspañaPublicaciones en colaboración con investigadores/as de Universidad de León (2)
2016
-
Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets
Computational Economics, Vol. 47, Núm. 4, pp. 527-549
2014
-
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