Keyphrases
- stock index
- stock market
- empirical analysis
- stock exchange
- financial markets
- garch model
- stock index futures
- portfolio management
- stock price
- trading systems
- hong kong
- financial data
- short term
- empirical studies
- portfolio selection
- transaction costs
- theoretical analysis
- financial time series
- data mining
- sar images
- portfolio optimization
- multiresolution