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 |
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