An Empirical Study on the Linkage between Shanghai and Shenzhen Stock Index Futures and Spot Prices.

Yuankun Xue Ubaldo Comite

Published in: ISBDAI (2020)

Keyphrases

stock market
stock index futures
spot market
garch model
stock exchange
short term
stock price
financial time series
financial data
financial markets
portfolio optimization
long term
learning algorithm
long run
dynamic pricing
multi objective
support vector