Nonlinear Dependence Structure in Emerging and Advanced Stock Markets.
Roengchai TansuchatWoraphon YamakaPublished in: IUKM (2019)
Keyphrases
- stock market
- dependence structure
- short term
- stock exchange
- stock returns
- monetary policy
- trading rules
- stock data
- marginal distributions
- financial time series
- financial data
- higher order statistics
- stock price
- data mining
- financial markets
- markov networks
- developed countries
- stochastic systems
- random variables
- bit rate