A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets.
Zi-Kai WeiKa-Fai Cedric YiuHeung WongKit Yan ChanPublished in: Int. J. Fuzzy Syst. (2018)
Keyphrases
- risk management
- stock market
- financial markets
- stock index futures
- portfolio optimization
- stock price
- stock returns
- short term
- stock index
- garch model
- risk evaluation
- decision support system
- financial time series
- risk assessment
- trading rules
- market data
- chinese stock market
- operational risk
- stock trading
- stock exchange
- commercial banks
- stock data
- long term
- stock market data
- portfolio selection
- trading systems
- project management
- financial institutions
- foreign exchange
- metadata
- monetary policy