The accurate forecasting of stock market volatility is of great theoretical and practical significance for investors to predict stock market trend, optimize asset allocation and avoid risks, and for regulators to warn risks and stabilize market order. In
Shaikh, ErumKASBIT Business Journal
SHANGHAI: Chinese stock benchmarks dropped more than 1% to seven-month lows on Monday as weak inflation data ... Published10 Sep, 2024 06:32am World Chinese leaders pledge to tilt stimulus towards consumers BEIJING: Chinese leaders signalled on Tuesday that the stimulus measures needed to reach...
Meanwhile, the number of IPO cases recorded on Shenzhen bourse's ChiNext — the board to boost integration between traditional industries and new technologies and novel business models — came in at 150 by the end of 2022, according to latest data from market tracker Wind Info, overtaking all ...
As China joins WTO, the Chinese stock market will become a great concern of the global investors, and will play a more important role in the world economy. The purpose of this paper is to provide an up-to-data account of the Chinese stock exchange market and to test its efficiency. The...
Tesla stock is at a 2025 low. Track Current Stock Market Data On The S&P 500, Nasdaq, Dow Jones And SPDR ETFs Tesla Stock Quotes, Company News And Chart Analysis Best Chinese Stocks To Buy And Watch Automotive Industry News, Self-Driving Cars And EV Stocks To Watch USPS Resumes ...
Research on the Historical Similarity of the Tendency in Chinese Stock Market (Chinese) We calculate the volatility of stock market returns based on the share index; it is the key indicators of time series data study in the field of finance,al... Z Yang 被引量: 0发表: 2017年 加载更多来...
Python 3 API to get stock data in Chinese market. Contribute to seizetheday/chinese-stock-api development by creating an account on GitHub.
The quantitative analysis of historical daily stock returns is encompassing the correlation of the Japanese and Chinese corporate data from pharmaceutical, energy and banking sectors for the time period from 2009 until 2015 with relevant external events. The results show that the Japanese market reacts...
Based on China's Shanghai and Shenzhen 300 stock index spot as the research object, adopted April16,2012 to March 20,2014 1 minute high-frequency trading data,by constructing multivariate DCC-GARCH error correction model tested spillover effects of stock index futures and spot markets. The empir...