The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price.
Shawkat HammoudehRamazan SariMehmet UzunkayaTengdong LiuPublished in: Math. Comput. Simul. (2013)
Keyphrases
- stock market
- extreme events
- portfolio optimization
- short term
- stock exchange
- trading rules
- financial time series
- investment strategies
- stock index
- decision making
- stock price
- financial news
- stock index futures
- garch model
- financial data
- listed companies
- stock trading
- portfolio management
- stock data
- trading signals
- financial information
- stock returns
- financial markets
- electronic commerce
- decision support system
- long term