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Lead-lag relationship using a stop-and-reverse-MinMax process

Maier-Paape, Stanislaus; Platen, Andreas - In: Risks 4 (2016) 3, pp. 1-20

The intermarket analysis, in particular the lead-lag relationship, plays an important role within financial markets …

Persistent link: https://www.econbiz.de/10011709565

Lead-lag relationship using a stop-and-reverse-MinMax process

Maier-Paape, Stanislaus; Platen, Andreas - In: Risks : open access journal 4 (2016) 3, pp. 1-20

The intermarket analysis, in particular the lead-lag relationship, plays an important role within financial markets …

Persistent link: https://www.econbiz.de/10011507662

Daily prediction of short-term trends of crude oil prices using neural networks exploiting multimarket dynamics

Pan, Heping; Haidar, I.; Kulkarni, Siddhivinayak - 2009

This paper documents a systematic investigation on the predictability of short-term trends of crude oil prices on a daily basis. In stark contrast with longer-term predictions of crude oil prices, short-term prediction with time horizons of 1-3 days posits an important problem that is quite...

Persistent link: https://www.econbiz.de/10009484602