Fast and adaptive cointegration based model for forecasting high frequency financial time series
Paola Arce, Jonathan Antognini, Werner Kristjanpoller, Luis Salinas
| Year of publication: |
2019
|
|---|---|
| Authors: | Arce, Paola ; Antognini, Jonathan ; Kristjanpoller Rodríguez, Werner ; Salinas, Luis |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 1, p. 99-112
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| Subject: | Cointegration | Forex | MPI | Parallel algorithm | VECM | Kointegration | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Theorie | Theory | Volatilität | Volatility | Finanzmarkt | Financial market | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9691-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012134087