How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network.
Yong TangJason Jie XiongYong LuoYi-Cheng ZhangPublished in: Int. J. Electron. Commer. (2019)
Keyphrases
- big data
- stock market
- cloud computing
- financial markets
- data analysis
- business intelligence
- big data analytics
- social media
- data management
- stock exchange
- short term
- granger causality
- data processing
- data warehousing
- knowledge discovery
- garch model
- multivariate time series
- financial data
- frequency domain
- trading systems
- impulse response
- stock index futures
- databases