| dc.contributor.author | Fernandes, M | en_US |
| dc.contributor.author | Medeiros, MC | en_US |
| dc.contributor.author | Scharth, M | en_US |
| dc.date.accessioned | 2016-11-01T13:41:08Z | |
| dc.date.available | 2013-11-04 | en_US |
| dc.date.issued | 2014-03 | en_US |
| dc.date.submitted | 2016-10-17T11:06:05.003Z | |
| dc.identifier.issn | 0378-4266 | en_US |
| dc.identifier.other | 10.1016/j.jbankfin.2013.11.004 | |
| dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/16198 | |
| dc.description.sponsorship | The authors are very grateful to financial support from the ESRC under the Grant RES-062-23-0311 (Fernandes) and from CNPq-Brazil (Medeiros), respectively. | en_US |
| dc.format.extent | 1 - 10 | en_US |
| dc.language.iso | en | en_US |
| dc.relation.ispartof | JOURNAL OF BANKING & FINANCE | en_US |
| dc.rights | Creative Commons Attribution Non-Commercial No Derivatives License | |
| dc.subject | Heterogeneous autoregression | en_US |
| dc.subject | Implied volatility | en_US |
| dc.subject | Neural networks | en_US |
| dc.subject | VIX | en_US |
| dc.title | Modeling and predicting the CBOE market volatility index | en_US |
| dc.type | Article | |
| dc.rights.holder | 2014. Elsevier BV | |
| dc.identifier.doi | 10.1016/j.jbankfin.2013.11.004 | en_US |
| pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000331422900001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 40 | en_US |
