Modelling and forecasting stock price movements with serially dependent determinants
Year of publication: |
June 2018
|
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Authors: | Yatigammana, Rasika ; Peiris, Shelton ; Gerlach, Richard ; Allen, David E. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 2, p. 1-22
|
Subject: | ordered probit | stock prices | auto-regressive | multi-step ahead forecasts | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Probit-Modell | Probit model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020052 [DOI] hdl:10419/195844 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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