Forecasting the CBOE VIX with a hybrid LSTM-ARIMA model and sentiment analysis. CGF Working Papers No. 1/2021, Centre for Global Finance, SOAS University of London. (2021)

First Author: Shvimer Y
Attributed to:  Delivering Inclusive Financial Development and Growth funded by ESRC

Abstract

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Bibliographic Information

Publication URI: https://www.centreforglobalfinance.org/2021-working-papers

Type: Working Paper