The implied views of bond traders on the spot equity market.
Yifan HeYuan HuSvetlozar RachevPublished in: Frontiers Appl. Math. Stat. (2023)
Keyphrases
- stock market
- stock price
- trading strategies
- option pricing
- double auction
- short term
- stock exchange
- financial data
- multiple views
- electronic markets
- long term
- investment strategies
- financial markets
- online markets
- database
- trading agents
- single view
- spot market
- bidding strategies
- view selection
- electronic commerce
- viewpoint
- data mining
- garch model
- neural network
- data sets