Forecasting S&P 100 Implied Volatility Using Artificial Neural Network
Volatility forecast is an important task in financial markets. It has held the most attention among academics and practitioners over the last decades. A good forecast of the volatility of the asset prices over the investment period is a good starting point for assessing investment risk. Most trad...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
|
| Online Access: | https://eprints.nottingham.ac.uk/23196/ |