Designing Proxies for Stock Market Indices is Computationally Hard

Ming-Yang Kao Stephen R. Tate

Published in: CoRR (2000)

Keyphrases

stock market
computationally hard
short term
investment strategies
stock price
stock exchange
trading rules
stock index futures
financial time series
np hard
financial markets
stock data
stock returns
financial data
stock trading
long term
garch model
stock market data
financial news
special case