Using neural network to forecast stock index option price: a new hybrid GARCH approach
| Year of publication: |
2009
|
|---|---|
| Authors: | Wang, Yi-Hsien |
| Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 43.2009, 5, p. 833-843
|
| Publisher: |
Springer |
| Subject: | Option-pricing model | GARCH | Grey forecasting model | Volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009396905