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Forecasting the Volatility of Stock Price Index.
Tae Hyup Roh
Published in:
ADMA (2006)
Keyphrases
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stock price
stock index
stock market
garch model
stock exchange
exchange rate
financial markets
financial time series
chinese stock market
technical indicators
non stationary
option pricing
historical data
stock price prediction
financial data
short term
stock market data
portfolio optimization
investment strategies
stock returns
stock data
trading systems
neural network
knowledge base
stock trading
news articles
foreign exchange
long term
data analysis
co occurrence
portfolio management