A new analysis of VIX using mixture of regressions: Examination and short‐term forecasting for the S & P 500 market Article

Miljkovic, Tatjana, SenGupta, Indranil. (2018). A new analysis of VIX using mixture of regressions: Examination and short‐term forecasting for the S & P 500 market . 1(1), 53-65. 10.1002/hf2.10009

cited authors

  • Miljkovic, Tatjana; SenGupta, Indranil

authors

publication date

  • February 1, 2018

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics
  • 3802 Econometrics

Digital Object Identifier (DOI)

publisher

  • Wiley

start page

  • 53

end page

  • 65

volume

  • 1

issue

  • 1