Segment Stock Market, Foreign Investors, and Cross-Correlation: Evidence from MF-DCCA and Spillover Index.
Nan XuSongsong LiPublished in: Complex. (2020)
Keyphrases
- stock market
- cross correlation
- stock index
- garch model
- frequency domain
- template matching
- investment strategies
- mutual information
- stock exchange
- stock price
- chinese stock market
- short term
- stock index futures
- financial time series
- trading rules
- financial markets
- matrix factorization
- financial data
- listed companies
- stock returns
- stock trading
- stock data
- long term
- market prices
- trading strategies
- stock market data
- feature selection
- object recognition
- multiresolution
- image registration
- portfolio optimization
- machine learning