Login / Signup
A Fuzzy Asymmetric GARCH model applied to stock markets.
Jui-Chung Hung
Published in:
Inf. Sci. (2009)
Keyphrases
</>
stock market
garch model
stock index
stock price
short term
chinese stock market
multivariate time series
multiresolution
financial markets
high dimensional
long term
sar images
heavy tailed
stock returns