[PDF] Top 20 The Application of Robust Statistics to China’s Stock Market
Has 10000 "The Application of Robust Statistics to China’s Stock Market" found on our website. Below are the top 20 most common "The Application of Robust Statistics to China’s Stock Market".
The Application of Robust Statistics to China’s Stock Market
... and robust statistics method (RSM) can over- come the influence on the final result under the condition that data will not be deleted, which is a useful multivariate analysis method for exploratory analysis ... See full document
11
Global Stock Markets Development and Integration: with Special Reference to BRIC Countries
... developed stock markets namely Brazil, Russia, China,USA ,UK, and ...Indian stock Market and other BRIC countries and developed stock markets, Johansen co-integration model has ...test ... See full document
21
Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets
... four stock market indices (S&P CNX Nifty - India, KLCI - Malaysia, PSI - Philippines and SET Index - Thailand) were ...Philippines Stock Index - Philippines – ...were robust and ... See full document
10
ARTIFICIAL NEURAL NETWORKS – AN APPLICATION TO STOCK MARKET VOLATILITY
... forecast stock market volatility using Neural ...analysis stock market ...descriptive statistics, linear regression, framework GARH family are also used to compare the result of data ... See full document
10
Robust Global Stock Market Interdependencies
... recursive statistics, from both the Johansen (1988) methodology and the Gannon (1996) GARCH modified econometric methodology to test for the null hypothesis of no ...of stock market indices are ... See full document
31
Empirical Analysis on Price-Volume Relation in the Stock Market of China
... main stock markets in Asian and found that Japanese stock markets have leading effect on Hong Kong, Singapore and Thailand stock ...the stock market in Southeast Asia, found a ... See full document
10
The Impact of Stock Market Performance on Foreign Portfolio Investment in China
... Emerging market economies summon progressively more noteworthy weight in foreign portfolios investment, making foreign investors more vulnerable to the dangers connected with politically or monetarily delicate ... See full document
9
The Impact of Stock Market Volatility on Economic Growth (Jordan’s Case)
... Study Model: The researchers used the following tests: 1-heteroscedasticity: In theory, transverse data is often combined with multiple heterogeneity testing. 2-homoscedasticity as time series tests are implemented for ... See full document
6
Dynamics of stock echange: an empirical study on semi-robust market potency of cnx nifty and sectoral indices of national stock exchange
... overall market performance and area unit proponent of passive portfolio ...the market as mirrored within the robust (strong), Semi-Robust (Semi strong) and weak versions of the Efficient ... See full document
8
Impacts of Securities Transaction Tax Adjustments in Stock Market in China
... the stock holders have an expectation of increase of price and trading volume in ...in stock market of China before STT adjustment will be expanded continuously, hence the STT adjustment is, ... See full document
12
Stock market behavior and investor sentiment: Evidence from China
... The sentiment index shown in Fig. 1 is collected at the end of each week (month). The weekly data are only available from May 30, 2005 to June 8, 2007 (105 observations in all), and that of monthly data from December ... See full document
6
S Transform Based Analysis for Stock Market Volatility Estimation
... the stock market status and other financial time series problems include: (i) Statistical approach, (ii) Mathematical modeling,(iii) Soft computing and (iv) transform ...to market change and ... See full document
7
Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets
... in stock price in one direction tend to be followed by further changes in the same direction the next ...Ljung-Box statistics with 36 lags indicate that the null hypothesis of no serial correlation and no ... See full document
15
Markov switching Asset Allocation: Do Profitable Strategies Exist?
... and S&P 500. The data for the DAX, DJIA, and S&P 500 start in January 1976, whereas the records of the NASDAQ and Nikkei begin in October 1985 and January 1983, ... See full document
21
Agency Costs and Strategic Speculation in the U S Stock Market
... Overall, this evidence, while weakly consistent with our theory, is nonetheless far from conclu- sive. Governance indices may only imperfectly capture the true extent of corporate managerial power (e.g., Bhagat et al., ... See full document
61
Robustness of the Risk Return Relationship in the U S Stock Market
... Therefore, the results of Lanne and Saikkonen 2006 concerning the risk-return relationship should be checked for robustness to confirm that they are not driven by restricting the interce[r] ... See full document
15
An Influence of Japan, U S and U K Stock Return Volatility in the Asia Stock Market: An Evidence Study of Singapore Stock Market
... U.K. stock price indices do not have the unit root, have stationary state sequences, and we may carry on the time series ...Japan’s stock markets do not have a co-integration ... See full document
6
Efficient market hypothesis: is the Croatian stock market as (in)efficient as the U.S. market
... and S&P 500 were tested using the moving average crossover strategy, where the 50-day EMA was taken as the shor- ter moving average and the 200-day EMA was used as the long-term moving average (50/200 ...among ... See full document
26
On the Impact of Inflation and Exchange Rate on Conditional Stock Market Volatility: A Re Assessment
... The monthly share indices, inflation rate and average monthly Nigeria/US dollar exchange rate from 1991 to 2008 were used in this study. The data were collected from Central Bank of Nigeria (Exchange rates and Share ... See full document
7
Financial Development and Pre historic Geographical Isolation: Global Evidence
... There are two principal theoretical bases for the relationship between openness and development, notably: the neoliberal view and the hegemony perspective (see Tsai, 2006; Asongu, 2013). First, the neoliberal strand of ... See full document
31
Related subjects