Nonlinearity in Forecasting of High-Frequency Stock Returns

  1. Reboredo, J.C.
  2. Matías, J.M.
  3. Garcia-Rubio, R.
Revue:
Computational Economics

ISSN: 0927-7099 1572-9974

Année de publication: 2012

Volumen: 40

Número: 3

Pages: 245-264

Type: Article

DOI: 10.1007/S10614-011-9288-5 GOOGLE SCHOLAR