GARCH - Monte-Carlo Simulation Models with Wavelets Decomposition Algorithm for Stock Returns Prediction
Year of publication: |
2011
|
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Authors: | Giovanis, Eleftherios |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Simulation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Zustandsraummodell | State space model | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (7 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Computer Information Systems, Vol. 2, No. 3, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2011 erstellt |
Classification: | C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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