Nonlinearity in forecasting of high-frequency stock returns
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
|
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Theorie | Theory | Elektronisches Handelssystem | Electronic trading |
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