Stochastic Volatility and Early Warning Indicator.

Guseon Ji Hyeongwoo Kong Woo Chang Kim Kwangwon Ahn

Published in: ICCS (1) (2020)

Keyphrases

early warning
financial crisis
financial markets
foreign exchange
financial distress
decision support system
stock price
disaster management
stock market
infectious disease
quantitative analysis
data sets
expert systems
garch model
chinese stock market