The Relationship between the Beijing Stock Exchange and the ChiNext Board Volatility.
Shenpeng LiuMuyao XieXuecheng WangPublished in: ICIBE (2023)
Keyphrases
- stock exchange
- stock price
- stock market
- stock trading
- chinese stock market
- financial time series
- stock index
- dow jones
- garch model
- financial data
- exchange rate
- non stationary
- transaction costs
- financial markets
- stock returns
- investment strategies
- option pricing
- historical data
- news articles
- black scholes
- portfolio optimization
- short term
- financial crisis
- stock data
- machine learning