Nonlinearity in forecasting of high-frequency stock returns
Juan C. Reboredo; José M. Matías; Raquel Garcia-Rubio
| Year of publication: |
2012
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|---|---|
| Authors: | Reboredo, Juan Carlos ; Matías, José M. ; García-Rubio, Raquel |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 40.2012, 3, p. 245-264
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| Subject: | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Theorie | Theory | Prognose | Forecast | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010219501