Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (Q2426549): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2007.02.046 / rank | |||
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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Latest revision as of 20:59, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem |
scientific article |
Statements
Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (English)
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22 April 2008
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local grey relational analysis
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GM\((1, N)\)
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TGARCH
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spillover effects
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grey prediction
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