Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market.
Rongquan BaiZuoquan ZhangMenggang LiPublished in: J. Appl. Math. (2013)
Keyphrases
- stock market
- listed companies
- monetary policy
- chinese stock market
- short term
- stock price
- financial time series
- stock returns
- trading rules
- financial data
- stock index futures
- stock exchange
- stock data
- developed countries
- stock trading
- garch model
- portfolio optimization
- technical indicators
- financial markets
- financial news
- software agents
- trading strategies
- economic development
- empirical analysis