Cheng, Ching-Hsue; Wei, Liang-Ying; Liu, Jing-Wei; … - In: Economic Modelling 30 (2013) C, pp. 442-448
In stock market forecasting, high-order time-series models that use previous several periods of stock prices as forecast factors are more reasonable to provide a superior investment portfolio for investors than one-order time-series models using one previous period of stock prices. However, in...