Exploring the impact of macroeconomic changes on financial market stability using big data analytics

Publié en ligne: 05 févr. 2025

Reçu: 07 oct. 2024

Accepté: 11 janv. 2025

DOI: https://doi.org/10.2478/amns-2025-0069

Mots clés

Big data techniques, GARCH model, Principal component analysis, Vector autoregression, Financial market stability

© 2025 Kangwen Liu, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.