The performance of linear versus non-linear models in forecasting returns on the Johannesburg Stock Exchange
Michael van Gysen; Chun-sung Huang; Ryan Kruger
| Year of publication: |
2013
|
|---|---|
| Authors: | Gysen, Michael van ; Huang, Chun-sung ; Kruger, Ryan |
| Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 12.2013, 8, p. 985-994
|
| Subject: | Linear Models | Non-linear Models | Forecasting Returns | Johannesburg Stock Exchange | Prognoseverfahren | Forecasting model | Südafrika | South Africa | Kapitaleinkommen | Capital income | Börsenhandel | Stock exchange trading | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10009792062