The Term Structures of Coentropy in International Financial Markets.

Fousseni Chabi-Yo Riccardo Colacito

Published in: Manag. Sci. (2019)

Keyphrases

financial markets
stock market
portfolio selection
stock price
market data
technical indicators
risk management
early warning
trading strategies
trading rules
databases
machine learning
information retrieval
case study
decision support system
software projects