Capturing the volatility smile of options on high-tech stocks : a combined GARCH-neural network approach
Year of publication: |
2001
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Authors: | Meissner, Gunter ; Kawano, Noriko |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 25.2001, 3, p. 276-292
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Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Hochtechnologie | High technology | ARCH-Modell | ARCH model | Neuronale Netze | Neural networks |
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