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Predictability of Financial Crisis via Pair Coupling of Commodity Market and Stock Market
Author(s) -
Wei Cao
Publication year - 2019
Publication title -
journal of finance and accounting
Language(s) - English
Resource type - Journals
eISSN - 2330-7323
pISSN - 2330-7331
DOI - 10.11648/j.jfa.20190701.12
Subject(s) - predictability , financial crisis , financial market , coupling (piping) , stock market , hidden markov model , stock (firearms) , artificial neural network , commodity market , business , economics , financial economics , econometrics , artificial intelligence , computer science , finance , engineering , mathematics , geography , statistics , macroeconomics , mechanical engineering , context (archaeology) , archaeology

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