Volatility Estimation using Extreme-Value- Estimators and MLP model
نویسندگان
چکیده
منابع مشابه
Volatility Estimation using Extreme-Value- Estimators & MLP model
Neural networks are the artificial intelligence techniques for modeling complex target functions. Now-a-days it has made remarkable contributions to advancement of various field of finance such as time series prediction, volatility estimation etc. The present work examines the volatilities in the Indian stock market (BSE-SENSEX & NSE-NIFTY) by comparing the volatilities, using Parkinson method,...
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ژورنال
عنوان ژورنال: International Journal of Computer Applications
سال: 2010
ISSN: 0975-8887
DOI: 10.5120/1489-2006