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An Impact of the U.S. and the U.K. Return Volatility for the Hong Kong and the Japan's Stock Market Returns: A DCC and Bivariate AGARCH Model.
Wann-Jyi Horng
Tien-Chung Hu
Published in:
ICEE (2010)
Keyphrases
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stock market
hong kong
financial time series
garch model
stock index futures
trading rules
prediction model
investment strategies
financial news
theoretical analysis
stock price
foreign exchange
stock index
stock returns
chinese stock market
trading signals