## Abstract In the 24โhr foreign exchange market, Andersen and Bollerslev measure and forecast volatility using intraday returns rather than daily returns. Trading in equity markets only occurs during part of the day, and volatility during nontrading hours may differ from the volatility during trad
โฆ LIBER โฆ
Using neural networks for forecasting volatility of S&P 500 Index futures prices
โ Scribed by Shaikh A. Hamid; Zahid Iqbal
- Book ID
- 117985813
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 269 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0148-2963
No coin nor oath required. For personal study only.
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