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~person:"Christensen, Kim"
~person:"Podolskij, Mark"
~subject:"Portfolio selection"
~subject:"random forest"
~type_genre:"Arbeitspapier"
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A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
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Veliyev, …
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2021
Persistent link: https://www.econbiz.de/10012434010
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The Economic Value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
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Posselt, …
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2019
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This version: September 9, 2019
Persistent link: https://www.econbiz.de/10012316428
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