金融業(yè)是大數(shù)據(jù)的重要產(chǎn)生者,交易、報價、業(yè)績報告、消費者研究報告、官方統(tǒng)計數(shù)據(jù)公報、調(diào)查、新聞報道無一不是數(shù)據(jù)來源。但反過來,大數(shù)據(jù)對于金融發(fā)展的助推作用也逐漸浮現(xiàn)。金融業(yè)必將成為大數(shù)據(jù)的消費者,大數(shù)據(jù)在加強風險管控、精細化管理、業(yè)務(wù)創(chuàng)新等業(yè)務(wù)轉(zhuǎn)型中將起到重要作用。
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The Journal of Finance and Data Science
Volume 2, Number 2, June 2016
Table of Contents
US fi nancial conditions index and its empirical impact on information transmissions across US-BRIC equity markets Amanjot Singh , Manjit Singh 89
The effect of fi rm and stock characteristics on stock returns: Stock marketcrash analysis Rizaldi Fauzi , Imam Wahyudi 112
Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets Mohd Tahir Ismail , Buba Audu, Mohammed Musa Tumala 125
Forecasting daily conditional volatility and h -step-ahead short and long Value-at-Risk accuracy:Evidence from fi nancial data Samir Mabrouk 136