Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns
Year of publication: |
2009-11-19
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Authors: | Gooijer, Jan G. de ; Diks, Cees G.H. ; Gatarek, Lukasz T. |
Institutions: | Tinbergen Instituut |
Subject: | Close-to-open gap forecasting | Functional data analysis | International stock markets | Nonparametric modeling |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 09-107/4 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C53 - Forecasting and Other Model Applications ; F37 - International Finance Forecasting and Simulation ; G17 - Financial Forecasting |
Source: |
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de Gooijer, Jan G., (2009)
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Gooijer, Jan G. de, (2009)
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