Open Access iconOpen Access

ARTICLE

crossmark

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

Min Hyung Park1, Dongyan Nan2,3, Yerin Kim1, Jang Hyun Kim1,2,3,*

1 Department of Applied Artificial Intelligence, Sungkyunkwan University, Seoul, 03063, Korea
2 Department of Human-Artificial Intelligence Interaction, Sungkyunkwan University, Seoul, 03063, Korea
3 Department of Interaction Science, Sungkyunkwan University, Seoul, 03063, Korea

* Corresponding Author: Jang Hyun Kim. Email: email

TSP_CSSE_33247.pdf

  • 444

    View

  • 240

    Download

  • 0

    Like

Share Link