The Association of China Stock Index with Japan and US.

Meng-Long Shih Shu-Hua Hsiao Fang-Sheng Chen

Published in: J. Convergence Inf. Technol. (2008)

Keyphrases

stock index
stock market
stock index futures
empirical analysis
financial markets
portfolio management
stock exchange
trading systems
stock price
garch model
hong kong
financial time series
risk management
financial data
portfolio selection
portfolio optimization
independent component analysis
non stationary