Predicting index returns with morphological filters (Q1360063)
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scientific article; zbMATH DE number 1033944
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Predicting index returns with morphological filters |
scientific article; zbMATH DE number 1033944 |
Statements
Predicting index returns with morphological filters (English)
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15 July 1997
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morphological filters
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heteroscedasticity
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empirical financial studies
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predicting stock index return
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measures
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0.7035089731216431
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0.6939258575439453
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0.6916464567184448
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