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RePEcDerivatives & Volatility

Predicting VIX Trends

The study uses machine learning to predict the CBOE Volatility Index, finding that weekly jobless claim data significantly impacts market volatility and improves trading strategies' resilience.

Featured in No. 85 on 19 Feb 2025 ·

Released
23 Mar 2024
First featured
No. 85 · 19 Feb 2025
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Identifier
RePEc:taf:quantf:v:24:y:2024:i:12:p:1857-1873

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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