Multivariate volatility in environmental finance.
Suhejla HotiMichael McAleerLaurent L. PauwelsPublished in: Math. Comput. Simul. (2008)
Keyphrases
- financial markets
- regression model
- stock price
- computational intelligence
- stock market
- neural network
- environmental protection
- stock index futures
- multivariate time series
- garch model
- decision trees
- multivariate data
- pollution control
- environmental information
- drinking water
- chinese stock market
- stock returns
- turning points
- financial crisis
- socio economic
- exchange rate