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Pair Trading Rule with Switching Regression GARCH Model.

Kongliang ZhuWoraphon YamakaSongsak Sriboonchitta
Published in: IUKM (2016)
Keyphrases
  • garch model
  • stock market
  • stock exchange
  • stock data
  • spot market
  • model selection
  • trading systems
  • association rules
  • financial markets
  • multivariate time series
  • support vector
  • data mining
  • image processing
  • pairwise