Volatility Dynamics of the Greater China Stock Markets: A Multivariate Asymmetric Approach.
Kin Yip HoPublished in: JCIS (2006)
Keyphrases
- stock market
- monetary policy
- chinese stock market
- stock returns
- developed countries
- stock price
- exchange rate
- garch model
- stock index futures
- financial time series
- trading rules
- short term
- stock trading
- stock data
- stock exchange
- financial markets
- stock index
- multivariate time series
- developing countries
- financial data
- driving forces
- technical indicators
- cross sectional
- financial news
- long term
- portfolio optimization
- stock market data