The uncertainties about the relationships risk-return-volatility in the Spanish stock market.
Ricardo CaoAlicia de las HerasAngeles SaavedraPublished in: Comput. Stat. (2009)
Keyphrases
- stock market
- investment strategies
- stock price
- portfolio optimization
- stock exchange
- stock index futures
- garch model
- financial time series
- short term
- stock returns
- stock trading
- financial markets
- trading rules
- financial data
- financial news
- stock data
- stock index
- technical indicators
- stock market data
- chinese stock market
- listed companies
- risk management
- portfolio management
- financial information
- long term
- foreign exchange
- data mining
- trading systems
- empirical studies