Do economic statistics contain information to predict stock indexes futures prices and returns? : evidence from Asian equity futures markets
Jacinta Chan Phooi M’ng, Ham Yi Jer
| Year of publication: |
2021
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|---|---|
| Authors: | Jacinta Chan Phooi M'ng ; Ham Yi Jer |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 3, p. 1033-1060
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| Subject: | Algorithm trading model | Artificial intelligence neural network | Economic statistics | Futures pricing model | Stock indexes futures | Index-Futures | Index futures | Künstliche Intelligenz | Artificial intelligence | Neuronale Netze | Neural networks | Derivat | Derivative | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-021-00969-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012620039