Nonlinearity everywhere : implications for empirical finance, technical analysis and value at risk
Year of publication: |
2021
|
---|---|
Authors: | Amini, Shima ; Hudson, Robert ; Urquhart, Andrew ; Wang, Jian |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 13, p. 1326-1349
|
Subject: | dependence | nonlinear | predictability | Technical analysis | value-at-risk | Finanzanalyse | Financial analysis | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Portfolio-Management | Portfolio selection |
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