Stock market trend prediction using a functional time series approach
Shih-Feng Huang, Meihui Guo and May-Ru Chen
| Year of publication: |
2020
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|---|---|
| Authors: | Huang, Shih-Feng ; Guo, Meihui ; Chen, May-Ru |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 1, p. 69-79
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| Subject: | Area under curve | B-spline | Functional autoregressive model | Multi-resolution | Vector autoregressive model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1651452 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194855