Enhancing CBOE VIX Forecasting: A Comparative Study of GARCH, ARIMA, HAR, and Tree-Based Models

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Keywords	GARCH; Forecasting; CBOE VIX; XGBoost; Machine Learning
Thesis Advisor	Vladimirov, E
Persistent URL	hdl.handle.net/2105/73749
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Grefhorst, A.C. (2024, September 18). Enhancing CBOE VIX Forecasting: A Comparative Study of GARCH, ARIMA, HAR, and Tree-Based Models. Econometrie. Retrieved from http://hdl.handle.net/2105/73749

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