Sector Indices Correlation Analysis in China's Stock Market.
Dingmu CaoWen LongWenning YangPublished in: ITQM (2013)
Keyphrases
- correlation analysis
- stock market
- listed companies
- monetary policy
- stock price
- short term
- chinese stock market
- trading rules
- regression analysis
- investment strategies
- cluster analysis
- correlation coefficient
- financial time series
- stock exchange
- factor analysis
- hong kong
- stock index futures
- garch model
- financial data
- higher education
- stock returns
- financial markets
- feature selection
- stock data
- stock trading
- stock market data
- trading systems
- maximum likelihood
- financial news
- data analysis