Forecasting the dynamics of stock indices (DJIA, DAX and WIG) using conditional models (1992 - 2014)

Wiesław Łuczyński

Abstract

n/a
Author Wiesław Łuczyński (WGM / KFM)
Wiesław Łuczyński,,
- Department of International Finance
Pages191-209
Publication size in sheets0.9
Book Rynarzewski Tomasz, Szymczak Maciej (eds.): Changes and Challenges in the Modern World Economy. Recent Advances in Research on International Economics & Business, 2016, Poznań University of Economics and Business, ISBN 9788374179188, 374 p.
Keywords in English the time-ordered fuzzy sets, HP filter, ARMA model, outliers
Languageen angielski
Score (nominal)5
ScoreMinisterial score = 5.0, 10-11-2019, MonographChapterAuthor
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