Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models.
Zhe LinPublished in: Future Gener. Comput. Syst. (2018)
Keyphrases
- garch model
- stock market
- stock index
- short term
- stock index futures
- financial time series
- stock price
- stock exchange
- chinese stock market
- trading rules
- financial markets
- financial news
- financial data
- stock returns
- stock trading
- long term
- stock data
- portfolio optimization
- data streams
- foreign exchange
- investment strategies