Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (Q2426549): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2007.02.046 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1971866308 / rank | |||
Normal rank | |||
Revision as of 03:08, 20 March 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)
0 references
22 April 2008
0 references
local grey relational analysis
0 references
GM\((1, N)\)
0 references
TGARCH
0 references
spillover effects
0 references
grey prediction
0 references
