Sign in

Multi-factor Data Mining Analysis of Stock Index Volatility.

Yichen HeYijun MaoXianfen XieWanrong GuZiye Zhang
Published in: ICAIIS (2021)
Keyphrases
  • data mining
  • stock market
  • stock price
  • data analysis
  • short term
  • exchange rate
  • financial markets
  • garch model
  • multiscale
  • knowledge discovery
  • factor analysis
  • stock index