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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Main Authors: | , |
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格式: | Final Year Project |
語言: | English |
出版: |
2010
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在線閱讀: | http://hdl.handle.net/10356/38549 |
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機構: | Nanyang Technological University |
語言: | English |