An early warning system for financial crisis using a stock market instability index.
Dong Ha KimSuk Jun LeeKyong Joo OhTae Yoon KimPublished in: Expert Syst. J. Knowl. Eng. (2009)
Keyphrases
- stock market
- financial crisis
- financial data
- early warning
- financial markets
- stock price
- garch model
- chinese stock market
- financial time series
- short term
- stock exchange
- investment strategies
- stock trading
- trading rules
- listed companies
- stock data
- portfolio management
- stock returns
- game theory
- stock index futures
- financial news
- credit risk
- long term
- market data
- market prices