VIX forecasting based on GARCH-type model with observable...

The North American Journal of Economics and Finance 2020 / 07 Vol. 53

VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective

Qiao, Gaoxiu, Yang, Jiyu, Li, Weiping
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Volume:
53
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2020.101186
Date:
July, 2020
File:
PDF, 3.05 MB
2020
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