Forecasting S&P 100 Implied Volatility Using Artificial Neural Network

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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...

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Bibliographic Details
Main Author:	Roongroje, Thipawan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23196/

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