Towards new volatility measures for the EU stock market.
Luca GambarelliSilvia MuzzioliBernard De BaetsPublished 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