Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57
and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange … simulations on the FTSE 100 ETF time series over the period January 2000 to June 2016 using the last two years for out …