Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
Year of publication: |
2013-12
|
---|---|
Authors: | Álvarez-Díaz, Marcos ; Hammoudeh, Shawkat ; Gupta, Rangan |
Institutions: | Department of Economics, Faculty of Economic and Management Sciences |
Subject: | Islamic and conventional equity markets | forecasting | nonparametric regressions | point prediction | success ratio |
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