NONLINEAR FORECASTING OF THE GOLD MINER SPREAD: AN APPLICATION OF CORRELATION FILTERS
Year of publication: |
2013
|
---|---|
Authors: | Dunis, Christian L. ; Laws, Jason ; Middleton, Peter W. ; Karathanasopoulos, Andreas |
Published in: |
Intelligent Systems in Accounting, Finance and Management. - John Wiley & Sons, Ltd.. - Vol. 20.2013, 4, p. 207-231
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
Similar items by person
-
Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters
Dunis, Christian, (2013)
-
Modelling and trading the corn-ethanol crush spread with neural networks
Dunis, Christian, (2014)
-
Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian, (2015)
- More ...