Predicting daily probability distributions of S&P500 returns
Year of publication: |
2000
|
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Authors: | Weigend, Andreas S. ; Shi, Shanming |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 19.2000, 4, p. 375-392
|
Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | USA | United States | Statistische Verteilung | Statistical distribution | 1977-1997 |
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