Diagnosing shocks in stock markets of southeast Asia, Australia, and New Zealand.
W. S. ChanW. N. LiuPublished in: Math. Comput. Simul. (2002)
Keyphrases
- stock market
- united kingdom
- north america
- united states
- digital government
- short term
- stock data
- stock exchange
- stock returns
- stock price
- financial time series
- monetary policy
- financial data
- trading rules
- garch model
- financial markets
- knowledge discovery and data mining
- portfolio optimization
- stock trading
- stock market data
- financial news
- long term
- electronic commerce
- non stationary
- empirical studies