Tracking volatility (stock markets).

Jaksa Cvitanic Robert Liptser Boris Rozovskii

Published in: CDC (2000)

Keyphrases

stock market
stock price
garch model
stock returns
financial time series
short term
stock index futures
stock exchange
trading rules
stock trading
chinese stock market
financial data
financial markets
stock data
stock market data
long term
financial news
foreign exchange
exchange rate
stock index
monetary policy