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Utility-Based Evaluation of Neural Network and GARCH-Class Volatility Forecasts - A Variance Swap Trading Approach
Author(s)
Reents, Jan
Type
Dissertation
Version
Imperial Users only
Date Issued
2010
Date Awarded
2010
URI
Format Extent
1885032 bytes
Creator
Reents, Jan
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering