SVM Evaluates Index Options Under Nonlinear GARCH Volatility Estimates
碩士 === 國立臺北商業技術學院 === 商學研究所 === 95 === It can’t be explained the problems of leptokurtic and clustering under the BS model because of the assumption of constant volatility. In order to overcome the difficulties, scholars used linear and nonlinear GARCH models to estimate volatility. However,there we...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25128267283163937794 |