Econometric Modeling of Financial Time Series Volatility Using Software Packages.

Olena Liashenko Tetyana Kravets Kateryna Krytsun

Published in: ICTERI (2017)

Keyphrases

financial time series
software packages
exchange rate
stock market
financial time series forecasting
stock price
turning points
financial data
software package
non stationary
stock exchange
stock returns
financial markets
stock data
natural language processing
multivariate time series
long term
data mining