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A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets.
Songsak Sriboonchitta
Jianxu Liu
Vladik Kreinovich
Hung T. Nguyen
Published in:
TES (2014)
Keyphrases
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stock market
financial risk
financial markets
stock exchange
stock price
stock returns
short term
trading rules
financial time series
financial data
stock data
market data
investment strategies
garch model
long term
risk management
information extraction