𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting — where computational intelligence meets the stock market

✍ Scribed by Tsang, Edward


Book ID
107475595
Publisher
Higher Education Press and Springer
Year
2009
Tongue
English
Weight
413 KB
Volume
3
Category
Article
ISSN
1673-7350

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Stock market volatility and the forecast
✍ Janchung Wang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 120 KB 👁 1 views

## Abstract This study attempts to apply the general equilibrium model of stock index futures with both stochastic market volatility and stochastic interest rates to the TAIFEX and the SGX Taiwan stock index futures data, and compares the predictive power of the cost of carry and the general equili