Gooijer, Jan G. De; Diks, Cees G. H.; Gątarek, Łukasz T. - In: Central European Journal of Economic Modelling and … 4 (2012) 1, pp. 23-44
overnight foreign price pattern, brings the prediction exercise in the realm of functional data analysis. Both parametric and … non-parametric functional data analysis are considered, and compared with a simple linear benchmark model. The information …