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Forecasting the volatility of a combined multi-country stock index using GWMA algorithms.

Shey-Huei SheuCheng-Yi LinShin-Li LuHsin-Nan TsaiYan-Chun Chen
Published in: Expert Syst. J. Knowl. Eng. (2018)
Keyphrases
  • garch model
  • stock index
  • stock market
  • stock price
  • stock exchange
  • theoretical analysis
  • non stationary
  • optimization problems
  • stock index futures