Towards new volatility measures for the EU stock market.

Luca Gambarelli Silvia Muzzioli Bernard De Baets

Published in: WILF (2021)

Keyphrases

stock market
garch model
stock index futures
stock price
stock trading
financial time series

short term
chinese stock market
stock returns
trading rules
financial markets
stock exchange

financial data
stock market data
portfolio optimization
listed companies
e government

stock index
financial news
foreign exchange
technical indicators
electronic commerce