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forecasts based on a pre-pandemic estimation of the parameters in the DFM and a re-estimated DFM with updated parameters using …
Persistent link: https://www.econbiz.de/10013173159
Persistent link: https://www.econbiz.de/10011386654
This article is a supplement to the stock technical analysis and its main objective is to classify 88 companies belonging to the Mexican Stock Exchange. Using principal component analysis (PCA) and linear discriminant analysis (LDA), the input hypothesis is to group companies according to their...
Persistent link: https://www.econbiz.de/10011787593
This article is a supplement to the stock technical analysis and its main objective is to classify 88 companies belonging to the Mexican Stock Exchange. Using principal component analysis (PCA) and linear discriminant analysis (LDA), the input hypothesis is to group companies according to their...
Persistent link: https://www.econbiz.de/10011588313
forecasts based on a pre-pandemic estimation of the parameters in the DFM and a re-estimated DFM with updated parameters using …
Persistent link: https://www.econbiz.de/10014545966
methodology of the rescaled range is used in the estimation of the Hurst coefficient as a measure of persistence and the results … are verified with the adjustment of Anis and Lloyd and the estimation of Higuchi. An inferential process is added to the …
Persistent link: https://www.econbiz.de/10014494525
methodology of the rescaled range is used in the estimation of the Hurst coefficient as a measure of persistence and the results … are verified with the adjustment of Anis and Lloyd and the estimation of Higuchi. An inferential process is added to the …
Persistent link: https://www.econbiz.de/10012796057
Persistent link: https://www.econbiz.de/10001351740
Persistent link: https://www.econbiz.de/10001420727
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