Hybrid forecasting models for S&P 500 index returns
Year of publication: |
2011
|
---|---|
Authors: | Fukushima, Akihiro |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 12.2011, 4, p. 315-328
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | S&P 500 index | Kurtosis | Serial correlation of volatilities | Long‐term investment | Financial forecasting |
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