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Co-Movement and Dependency Between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, Oil Price, and Gold Price.

Pathairat PastpipatkulWoraphon YamakaSongsak Sriboonchitta
Published in: IUKM (2015)
Keyphrases
  • stock exchange
  • stock market
  • stock price
  • financial time series
  • dow jones
  • financial data
  • stock trading
  • black scholes
  • portfolio optimization
  • non stationary
  • neural network