Analysis of bull and bear phases of the Singapore stock market

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...

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Bibliographic Details
Main Authors: Wang, Tiantian, Yang, Na
Other Authors: Low Chan Kee
Format: Final Year Project
Language:English
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/10356/38549
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Institution: Nanyang Technological University
Language: English