On the Non-Suitability of Non-Volatility.

John Bent Brad Settlemyer Nathan DeBardeleben Sorin Faibish Dennis Ting Uday Gupta Percy Tzelnic

Published in: HotStorage (2015)

Keyphrases

garch model
stock market
stock price
chinese stock market
exchange rate
stock trading
financial markets
stock index futures
turning points
financial time series
bayesian networks
financial crisis
sar images
kernel function
probabilistic model
stock returns
long term
data structure