Using neural network to forecast stock index option price: a new hybrid GARCH approach

Author: Wang Yi-Hsien  

Publisher: Springer Publishing Company

ISSN: 0033-5177

Source: Quality and Quantity, Vol.43, Iss.5, 2009-09, pp. : 833-843

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract