Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market.
Ruey S. TsayTomohiro AndoPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- stock market
- financial data
- financial crisis
- data analysis
- stock price
- stock trading
- stock exchange
- financial time series
- short term
- trading rules
- stock index futures
- financial markets
- credit risk
- stock market data
- stock data
- listed companies
- stock returns
- chinese stock market
- data mining
- financial news
- early warning
- exchange rate
- machine learning
- investment strategies
- game theory
- long term
- cooperative