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A hybrid modeling approach for forecasting the volatility of S&P 500 index return.
E. Hajizadeh
Abbas Seifi
M. H. Fazel Zarandi
I. Burhan Türksen
Published in:
Expert Syst. Appl. (2012)
Keyphrases
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stock index
garch model
stock market
stock exchange
financial time series
stock price
stock index futures
exchange rate
chinese stock market
short term
investment strategies
stock trading
multivariate time series
financial data
hybrid models
databases
database
modeling method
foreign exchange
non stationary
grey model