Discrete Wavelet Transform-Based Prediction of Stock Index : A Study on National Stock Exchange Fifty Index
Year of publication: |
2016
|
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Authors: | Jothimani, Dhanya |
Other Persons: | Yadav, Surendra S. (contributor) ; Shankar, Ravi (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Aktienindex | Stock index | Börse | Bourse | Aktienmarkt | Stock market | Indien | India | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Index-Futures | Index futures |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Management and Analysis, Vol. 28(2), 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015 erstellt Volltext nicht verfügbar |
Classification: | C12 - Hypothesis Testing ; C51 - Model Construction and Estimation ; E27 - Forecasting and Simulation ; F47 - Forecasting and Simulation ; G12 - Asset Pricing ; N25 - Asia including Middle East |
Source: | ECONIS - Online Catalogue of the ZBW |
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