The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression.
Chien-Chiang LeeJhih-Hong ZengPublished in: Math. Comput. Simul. (2011)
Keyphrases
- stock market
- quantile regression
- chinese stock market
- stock exchange
- short term
- stock price
- cross validated
- least squares
- stock index futures
- trading rules
- financial time series
- stock returns
- stock trading
- stock data
- response variable
- financial news
- garch model
- financial data
- financial markets
- cross validation
- machine learning
- probabilistic model
- feature space