The impact of COVID-19 on the standard & poor 500 index sectors: a multivariate generalized autoregressive conditional heteroscedasticity model
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Chinese Economic and Foreign Trade Studies"
DOI: 10.1108/jcefts-08-2020-0049
Abstract: Purpose: This paper aims to examine the impact of the daily growth rate of COVID-19 cases in the USA (COVIDg), the Federal Fund Rate (FFR) and the trade-weighted US dollar index (USDX) on SPfirst, January… read more here.
Keywords: covid standard; poor 500; 500 index; impact covid ... See more keywords
Predicting Stock Market Indices Using Classification Tools
Sign Up to like & getrecommendations! Published in 2019 at "Asian Economic and Financial Review"
DOI: 10.18488/journal.aefr.2019.92.243.256
Abstract: Increasing interest has been shown in the use of classifiers to extract informative patterns from time series data generated by monitoring financial phenomena. This paper investigates data mining and pattern recognition methods in forecasting the… read more here.
Keywords: poor 500; time series; 500 index; classification ... See more keywords