Forecasting high-dimensional financial functional time series: An application to constituent stocks in Dow Jones index
Year of publication: |
2021
|
---|---|
Authors: | Tang, Chen ; Shi, Yanlin |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 8, p. 1-13
|
Publisher: |
Basel : MDPI |
Subject: | Dow Jones Industrial Average | functional time series | high-dimensional data | share return forecasting |
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