Forecasting the dynamics of stock indices (DJIA, DAX and WIG) using conditional models (1992 - 2014)
Wiesław Łuczyński
Abstract
n/aAuthor | |
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* |
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
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