Keyphrases
- stock market
- financial markets
- stock price
- stock index futures
- garch model
- short term
- stock exchange
- financial time series
- investment strategies
- financial data
- stock returns
- chinese stock market
- data sets
- portfolio optimization
- exchange rate
- information systems
- highly heterogeneous
- financial crisis
- multivariate time series
- portfolio selection
- early warning
- artificial neural networks
- case study
- website
- neural network