Algorithms comparison on intraday index return prediction : evidence from China
Xiang Li, Xianghui Yuan, Jin Yuan and Hailun Xu
| Year of publication: |
2021
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|---|---|
| Authors: | Li, Xiang ; Yuan, Xianghui ; Yuan, Jin ; Xu, Hailun |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 12, p. 995-999
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| Subject: | fading memory recursive least squares model | Least squares model | predictability | rolling window ordinary least squares model | same sign model | Kleinste-Quadrate-Methode | Least squares method | China | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1791793 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012589731