Using neural networks for forecasting volatility of S&P 500 Index futures prices

Shaikh A. Hamid; Zahid Iqbal

doi:10.1016/S0148-2963(03)00043-2

Using neural networks for forecasting volatility of S&P 500 Index futures prices

Shaikh A. Hamid, Zahid Iqbal

Finance & Accounting

Southern New Hampshire University

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1116-1125
Number of pages	10
Journal	Journal of Business Research
Volume	57
Issue number	10
DOIs	https://doi.org/10.1016/S0148-2963(03)00043-2
State	Published - Oct 2004

ASJC Scopus Subject Areas

Marketing

Keywords

Implied standard deviation
Neural networks
Realized standard deviation
Volatility forecasting

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10.1016/S0148-2963(03)00043-2

Cite this

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title = "Using neural networks for forecasting volatility of S&P 500 Index futures prices",

keywords = "Implied standard deviation, Neural networks, Realized standard deviation, Volatility forecasting",

author = "Hamid, {Shaikh A.} and Zahid Iqbal",

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KW - Realized standard deviation

KW - Volatility forecasting

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Using neural networks for forecasting volatility of S&P 500 Index futures prices

ASJC Scopus Subject Areas

Keywords

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