Impact of jumps in prices and volatility on dynamic portfolio strategies — assessment on public mood-driven asset allocation
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...
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| Format: | Final Year Project |
| Language: | English |
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Nanyang Technological University
2021
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| Online Access: | https://hdl.handle.net/10356/148521 |
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| Institution: | Nanyang Technological University |
| Language: | English |