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Non-linear Prediction of Security Returns with Moving Average Rules
Gençay, R.
- In:
Journal of forecasting
15
(
1996
)
3
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pp. 165-174
Persistent link: https://www.econbiz.de/10006928535
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Moving average rules, volume and the predictability of security returns with feedforward networks
Gençay, Ramazan
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Stengos, Thanasis
- In:
Journal of forecasting
17
(
1998
)
5/6
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pp. 401-414
Persistent link: https://www.econbiz.de/10001363198
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