Predictability of the daily high and low of the S&P 500 index
Year of publication: |
2015-03-01
|
---|---|
Authors: | Jones, Clive |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | predictability of stock prices | time varying parameters | proximity variable method for predicting stock prices | accuracy of proximity variable method compared with autoregressive and benchmark forecasts |
-
Caporin, Massimiliano, (2014)
-
Caporin, Massimiliano, (2014)
-
Katzke, Nico, (2013)
- More ...
-
Bioeconomics of Spiny Lobster Farming in Indonesia
Petersen, Elizabeth H., (2013)
-
Bioeconomics of Spiny Lobster Farming in Indonesia
Petersen, Elizabeth H, (2013)
-
A review of petroleum exploitation and production activities in North West Europe
Jones, Clive, (1987)
- More ...