Forecasting the dynamics of stock indices (DJIA, DAX and WIG) using conditional models (1992 - 2014)
Wiesław Łuczyński
Abstract
n/a| Author | |
| Pages | 191-209 |
| Publication size in sheets | 0.9 |
| 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 |
| Language | en angielski |
| Score (nominal) | 5 |
| Score | = 5.0, 10-11-2019, MonographChapterAuthor |
| Citation count* |
Share
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
Back
