CBOE Volatility Index Forecasting under COVID-19: An Integrated BiLSTM-ARIMA-GARCH Model

Min-Hyung Park, Dongyan Nan, Yerin Kim, Jang-Hyun Kim 0001. CBOE Volatility Index Forecasting under COVID-19: An Integrated BiLSTM-ARIMA-GARCH Model. Comput. Syst. Sci. Eng., 47(1):121-134, 2023. [doi]

Abstract

Abstract is missing.