Impact of jumps in prices and volatility on dynamic portfolio strategies — assessment on public mood-driven asset allocation

• المؤلف الرئيسي: Bey, Traacy Jing Ling
• مؤلفون آخرون: Nicolas Privault
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2021
• الموضوعات: Science::Mathematics::Analysis
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/148521

As the financial market is often volatile and influenced by many factors, the analysis of different kinds of data may be looked into in determining the significance of different factors in affecting the changes in the financial market, specifically through stock movements. Instead of looking at indi...