Algorithms comparison on intraday index return prediction : evidence from China
Xiang Li, Xianghui Yuan, Jin Yuan and Hailun Xu
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Xiang ; Yuan, Xianghui ; Yuan, Jin ; Xu, Hailun |
| 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 |
Online Resource
| 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