Analysis of bull and bear phases of the Singapore stock market

• المؤلفون الرئيسيون: Wang, Tiantian, Yang, Na
• مؤلفون آخرون: Low Chan Kee
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2010
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/38549

This project studies the alternation of bull and bear markets of Singapore stock market. Using historical daily Straits Time Index (STI) from 25/1/2000 to 24/8/2009 and weekly STI from 28/12/1987 to 24/8/2009, this project investigates two approaches to simulate the bull and bear runs, which are com...