Volatility Jump Detection in Thailand Stock Market.
Saowaluk DuanginWoraphon YamakaJirakom SirisrisakulchaiSongsak SriboonchittaPublished in: IUKM (2018)
Keyphrases
- stock market
- stock exchange
- stock price
- stock index futures
- financial time series
- garch model
- short term
- chinese stock market
- stock trading
- trading rules
- financial data
- stock returns
- financial news
- stock index
- stock data
- financial markets
- investment strategies
- listed companies
- stock market data
- long term
- portfolio optimization
- technical indicators
- financial information
- artificial neural networks