Forecasting conditional correlations in stock, bond and foreign exchange markets.
Abdul HakimMichael McAleerPublished in: Math. Comput. Simul. (2009)
Keyphrases
- foreign exchange
- stock market
- exchange rate
- stock price
- financial markets
- option pricing
- trading strategies
- trading systems
- short term
- stock data
- financial time series
- stock exchange
- early warning
- stock trading
- non stationary
- electronic commerce
- artificial intelligence
- highly correlated
- financial data
- long run
- news articles
- text mining