Forecasting S&P 100 Implied Volatility Using Artificial Neural Network
Roongroje, Thipawan (2009) Forecasting S&P 100 Implied Volatility Using Artificial Neural Network. [Dissertation (University of Nottingham only)] (Unpublished)
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.
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