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Filtering by: Committee Member Etemadi, Amir H Committee Member Mitsuhashi, Takeo Author Tai, Ichihan

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Description:: The Chicago Board Options Exchange Volatility Index (VIX) is widely used to gauge investor fear and measures the “insurance premiums” of the stock market. Traditionally, VIX prediction was done using time-series analysis models (e.g., GARCH), and some attempt was made to predict it using...
Author:: Tai, Ichihan
Keyword:
GW Unit:: Engineering Management
Degree:: D.Engr.
Advisor:: Etemadi, Amir H and Malalla, Ebrahim
Committee Member(s):: Etemadi, Amir H, Mitsuhashi, Takeo, and Malalla, Ebrahim
Resource Type:: Thesis or Dissertation

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