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  • Search: subject:"proximity variable method for predicting stock prices"
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accuracy of proximity variable method compared with autoregressive and benchmark forecasts 1 predictability of stock prices 1 proximity variable method for predicting stock prices 1 time varying parameters 1
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Free 1
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Book / Working Paper 1
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Jones, Clive 1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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Predictability of the daily high and low of the S&P 500 index
Jones, Clive - Volkswirtschaftliche Fakultät, … - 2015
Ratios involving the current period opening price and the high or low price of the previous period are significant predictors of the current period high or low price for many stocks and stock indexes. This is illustrated with daily trading data from the S&P 500 index. Regressions specifying...
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