GARCH-type forecasting models for volatility of stock market and MCS test.
Lingling LuoPairote SattayathamRatthachat ChatpatanasiriPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- stock market
- garch model
- stock price
- short term
- financial time series
- stock index futures
- stock exchange
- stock index
- chinese stock market
- stock returns
- trading rules
- stock data
- financial markets
- financial data
- listed companies
- long term
- stock trading
- technical indicators
- exchange rate
- multivariate time series
- information and communication technologies
- portfolio optimization
- neural network
- sar images
- developing countries