Forecasting VIX using Bayesian deep learning
Crossref DOI link: https://doi.org/10.1007/s41060-024-00562-5
Published Online: 2024-06-14
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hortúa, Héctor J.
Mora-Valencia, Andrés
Funding for this research was provided by:
University of the Andes
Text and Data Mining valid from 2024-06-14
Version of Record valid from 2024-06-14
Article History
Received: 31 December 2023
Accepted: 7 May 2024
First Online: 14 June 2024