A multi-indicator multi-output mixed frequency sampling approach for stock index forecasting
Yuchen Pan, Zhi Xiao, Xianning Wang, Daoli Yang
| Year of publication: |
2019
|
|---|---|
| Authors: | Pan, Yuchen ; Xiao, Zhi ; Wang, Xianning ; Yang, Daoli |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 4, p. 100-123
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| Subject: | Stock price index forecasting | MIMO | MIDAS | MSVM | nonlinearity | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420590