How do neural networks enhance the predictability of Central European stock returns
Year of publication: |
2008
|
---|---|
Authors: | Baruník, Jozef |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 58.2008, 7/8, p. 359-376
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Tschechien | Czech Republic | Polen | Poland | Ungarn | Hungary | Deutschland | Germany |
-
Gurgul, Henryk, (2017)
-
Białkowski, Je̜drzej, (2003)
-
Price jumps in Visegrad-country stock markets : an empirical analysis
Hanousek, Jan, (2012)
- More ...
-
Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
Baruník, Jozef, (2015)
-
Tail Behavior of the Central European Stock Markets during the Financial Crisis
Baruník, Jozef, (2010)
-
Stock market crashes modeling: stochastic cusp catastrophe application
Vošvrda, Miloslav, (2008)
- More ...