Nonlinear forecast of financial time series through dynamical calendar correction
Alexandros Leontitsis and Costas Siriopoulos
| Year of publication: |
2006
|
|---|---|
| Authors: | Leontitsis, Alexandros ; Siriopoulos, Costas |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 5, p. 337-340
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| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | ARCH-Modell | ARCH model | Nichtlineare Regression | Nonlinear regression | Kalendereffekt | Calendar effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003369904