Forecasting ability of a periodic component extracted from large-cap index time series
Michael J. O'Shea
Year of publication: |
January 2017
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Authors: | O'Shea, Michael J. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 1, p. 43-55
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Subject: | hidden periodicity | large-cap index | 1-year periodicity | forecast | out-of-sample | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Theorie | Theory | Prognose | Forecast | Index | Index number |
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