Contagion around the October 1987 stock market crash.
Jian YangDavid A. BesslerPublished in: Eur. J. Oper. Res. (2008)
Keyphrases
- stock market
- financial markets
- short term
- stock price
- financial time series
- stock exchange
- stock index futures
- trading rules
- stock data
- listed companies
- financial news
- stock returns
- technical indicators
- portfolio optimization
- financial data
- stock market data
- long term
- stock trading
- investment strategies
- garch model
- market data
- portfolio selection
- trading systems
- non stationary