Study on stylized stock market volatility based on asymmetric GARCH model in the main area of BRI region.

Paksasrun Chitpattanapaibul Desheng Wu

Published in: CYBCONF (2019)

Keyphrases

stock market
garch model
chinese stock market
stock index futures
short term
stock index
stock price
trading rules
financial time series
stock exchange
stock trading
financial data
financial markets
stock data
sar images
long term
portfolio optimization
investment strategies
stock returns