Implied Volatilities of S&P 100 Index with Applications to Financial Market.

Jin Zheng Nan Zhang Dejun Xie

Published in: GPC (2013)

Keyphrases

stock index
financial markets
stock price
stock market
risk management
technical indicators
trading systems
chinese stock market
black scholes
short term
stock exchange
fractional brownian motion
stock returns
information retrieval
agent based models
garch model
non stationary
decision makers
machine learning