Modeling and predicting the CBOE market volatility indexMarcelo Fernandes, Marcelo Cunha Medeiros, Marcel Scharth2013-11-21articleJournal of Banking & Finance278 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingStochastic processes and financial applicationsMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 278 citations exist upstream.References1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation1988A Theory of Intraday Patterns: Volume and Price Variability2008A Simple Approximate Long-Memory Model of Realized Volatility1991The Term Structure as a Predictor of Real Economic Activity2006Tests of Conditional Predictive Ability2005A Test for Superior Predictive Ability1998The relation between implied and realized volatility1990Heteroskedasticity in Stock Return Data: Volume versus GARCH EffectsCited by2021The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?2018A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis2024Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis2015Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach2008Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices2020Realized Volatility Forecasting with Neural Networks2022A Machine Learning Approach to Volatility Forecasting