A GARCH model with modified grey prediction model for US stock return volatility.

Ting-Cheng Chang Hui Wang Suyi Yu

Published in: J. Comput. Methods Sci. Eng. (2019)

Keyphrases

garch model
stock market
grey prediction model
stock index
chinese stock market
stock price
short term
stock exchange
stock trading
financial time series
stock data
improved algorithm
multivariate time series
stock returns
financial data
financial markets
sar images
heavy tailed