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CBOE Volatility Index Forecasting under COVID-19: An Integrated BiLSTM-ARIMA-GARCH Model.
Min Hyung Park
Dongyan Nan
Yerin Kim
Jang-Hyun Kim
Published in:
Comput. Syst. Sci. Eng. (2023)
Keyphrases
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garch model
stock market
stock index
short term
multivariate time series
long term
sar images
chinese stock market
financial time series
heavy tailed
multiscale
high dimensional data
hybrid model
autoregressive
financial data
spot market