Results 261 to 270 of about 55,060 (310)

Stock Index Forecasting for Vietnam's Stock Market

2012 Sixth International Conference on Genetic and Evolutionary Computing, 2012
In the so-called global crisis from late 2007 up to early 2009, the economy was shaken, especially stock market by global increased volatility transmission. Stocks' price in Viet Nam continuously went down. Therefore, in this paper, we will analyze to find main factors which strongly have influence on fluctuation of Vietnam's stock index for the period
Juifang Chang, Son Van Duong
openaire   +1 more source

Intraday Volatility in the Stock Index and Stock Index Futures Markets

Review of Financial Studies, 1991
We examine the intraday relationship between returns and returns volatility in the stock index and stock index futures markets. Our results indicate a strong intermarket dependence in the volatility of the cash and futures returns. Price innovations that originate in either the stock or futures markets can predict the future volatility in the other ...
CHAN, K., CHAN, KC, KAROLYI, GA
openaire   +3 more sources

Intelligent stock market instability index: Application to the Korean stock market

Intelligent Data Analysis, 2015
In order to monitor stock market instability in emerging markets, we propose a stock market instability index (SMII) with a corresponding p-value by using a model fitted to a stable period. More precisely, this study considers a random walk model and combines it with a nonparametric model by using Bayesian model averaging.
Young Min Kim 0002, Sung Kwon Han, Tae Yoon Kim, Kyong Joo Oh, Zhiming Luo, Chiho Kim   +5 more
openaire   +1 more source

Index Numbers and Stock Market Indexes

2014
Throughout the text, we have learned that one of the most important uses of statistics is to summarize data and to make comparisons. Often we are interested in comparing the past and the present. For example, we may be interested in how prices have changed over time.
Ronald L. Moy, Li-Shya Chen, Lie Jane Kao   +2 more
openaire   +1 more source

Stock Futures of a Flawed Market Index

Asia-Pacific Financial Markets, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Index Numbers and Stock Market Indexes

2012
Business executives and government officials often make judgments that involve summarizing how business, economic, and financial variables change with time or place. Examples of variation over time include variation in gross national production, variation in the price of consumer goods, and variation in stock market prices, As an example of variation ...
Cheng-Few Lee, John C. Lee, Alice C. Lee
openaire   +1 more source

Stock market volatility and the information content of stock index options

Journal of Econometrics, 1992
Abstract Previous studies of the information content of the implied volatilities from the prices of call options have used a cross-sectional regression approach. This paper compares the information content of the implied volatilities from call options on the S&P 100 index to GARCH (Generalized Auto regressive Conditional ...
Theodore E Day, Craig M Lewis
openaire   +1 more source

The study on the linkages between the stock index futures market and the stock index market: The empirical analysis of the HS300 index futures market

2011 International Conference on E-Business and E-Government (ICEE), 2011
This paper, used the data of HS300 index and HS300 stock index futures, studies the linkages and interaction between the stock market and stock futures market in China, which is based on the VAR model, Vector error correction model, Johansen cointegration analysis, The Granger long and short causal relationship test and The Hasbrouck variance ...
Luning Ruan, Zhen Liu
openaire   +1 more source

Stock market stability index: An intelligent approach

Intelligent Data Analysis, 2009
A stable stock market is essential to the entire financial market and economy stressing the significance of monitoring the stability of the stock market. In this paper, we propose stock market stability index (SMSI), which monitors market stability through a statistical model.
Il Suh Son, Kyong Joo Oh, Tae Yoon Kim, Chiho Kim, Jong-Du Do   +4 more
openaire   +1 more source

A hybrid approach to forecast stock market index

International Journal of Artificial Intelligence and Soft Computing, 2015
The forecasting of stock market problem from the available data is quite often of uncertain nature, hence the stock market prediction is a very challenging and difficult task. In this paper, we have investigated the predictability of stock market of Bombay Stock Exchange BSE30, Hang Sang China Stock Index HS, Japan Stock Index NIKKEI and Taiwan ...
Gurbinder Kaur, Joydip Dhar, Rangan K. Guha   +2 more
openaire   +1 more source