Heterogeneity, nonlinearity and endogenous market volatility.
Hongquan LiShouyang WangWei ShangPublished in: J. Syst. Sci. Complex. (2011)
Keyphrases
- stock price
- chinese stock market
- stock market
- financial markets
- financial crisis
- stock returns
- garch model
- stock exchange
- foreign exchange
- non stationary
- financial data
- cross sectional
- stock data
- financial time series
- investment strategies
- exchange rate
- historical data
- short term
- market data
- market prices
- database
- turning points
- stock trading
- data sets