Intelligent stock market instability index: Application to the Korean stock market.
Young Min KimSung Kwon HanTae Yoon KimKyong Joo OhZhiming LuoChiho KimPublished in: Intell. Data Anal. (2015)
Keyphrases
- stock market
- short term
- stock index
- garch model
- financial time series
- trading rules
- stock exchange
- stock price
- financial markets
- long term
- listed companies
- stock index futures
- financial data
- chinese stock market
- stock data
- portfolio optimization
- stock trading
- financial news
- trading strategies
- stock returns
- technical indicators
- foreign exchange