Value at Risk of the Stock Market in ASEAN-5.
Petchaluck BoonyakunakornPathairat PastpipatkulSongsak SriboonchittaPublished in: ECONVN (2019)
Keyphrases
- stock market
- portfolio optimization
- investment strategies
- short term
- stock exchange
- financial time series
- stock price
- trading rules
- stock index futures
- financial markets
- stock trading
- portfolio management
- listed companies
- risk factors
- risk management
- long term
- financial information
- financial data
- garch model
- stock returns
- financial news
- credit risk
- stock data
- neural network
- early warning
- expected utility
- stock market data
- text mining
- artificial neural networks