Nonlinearity in forecasting of high-frequency stock returns
Year of publication: |
2012
|
---|---|
Authors: | Reboredo, Juan Carlos ; Matías, José M. ; García-Rubio, Raquel |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 40.2012, 3, p. 245-264
|
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Theorie | Theory | Elektronisches Handelssystem | Electronic trading |
-
High-frequency stock return prediction using state-of-the-art deep learning models
Chen, Sichong, (2023)
-
Guidolin, Massimo, (2010)
-
Guidolin, Massimo, (2010)
- More ...
-
García-Rubio, Raquel, (2014)
-
El consejo de administración y las memorias de sostenibilidad
Rodríguez-Ariza, Lázaro, (2014)
-
Rotation of auditing firms and political costs : evidence from Spanish listed companies
García-Sánchez, Isabel María, (2014)
- More ...