On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets.
Roberto DieciFrank H. WesterhoffPublished in: Appl. Math. Comput. (2013)
Keyphrases
- financial markets
- stock market
- foreign exchange
- stock price
- exchange rate
- early warning
- technical indicators
- short term
- market data
- trading systems
- portfolio selection
- stock data
- financial time series
- trading strategies
- international trade
- stock exchange
- stock returns
- financial data
- garch model
- portfolio theory
- investment strategies
- non stationary
- data analysis
- artificial intelligence