Semi-Varying Coefficient Panel Data Model with Technical Indicators Predicts Stock Returns in Financial Market.

Xuemei Hu Ying Pan Xiang Li

Published in: J. Syst. Sci. Complex. (2024)

Keyphrases

technical indicators
stock returns
financial markets
data model
stock price
financial time series
stock market
trading systems
risk management
stock data
exchange rate
data sources
stock exchange
early warning
short term
financial data
historical data
non stationary
long term
databases
multivariate time series