✦ LIBER ✦

Artificial neural network model of the hybrid EGARCH volatility of the Taiwan stock index option prices

✍ Scribed by Chih-Hsiung Tseng; Sheng-Tzong Cheng; Yi-Hsien Wang; Jin-Tang Peng

Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 534 KB
Volume: 387
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2008.01.074

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