Forecast performance of the Taiwan weighted stock index : update and expansion
Deng-Yuan Ji, Hsiao-Yin Chen, and Cheng-Few Lee
| Year of publication: |
2024
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|---|---|
| Authors: | Ji, Deng-Yuan ; Chen, Hsiao-Yin ; Lee, Cheng F. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 593-612
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| Subject: | ARIMA-GARCH model | Transfer function model | Intervention | Combination forecasting model | Outlier detection | Error correction model | MAPE | RMSE | Turning point method | Prognoseverfahren | Forecasting model | Taiwan | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | ARCH-Modell | ARCH model | Theorie | Theory | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045618