Analyzing the Correlation and Risk-Return Trade-off: An Application of the GED-GARCH Model to China's Convertible Bond and Stock Markets.
Can NiChuanling ZhaoHao LiuPublished in: DSAI (2024)
Keyphrases
- garch model
- stock market
- investment strategies
- chinese stock market
- monetary policy
- portfolio optimization
- stock index
- stock exchange
- short term
- stock price
- stock returns
- financial time series
- financial data
- risk management
- multivariate time series
- stock data
- sar images
- financial markets
- heavy tailed
- portfolio management
- long term
- pattern mining