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