Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (Q2426549)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5266345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem |
scientific article; zbMATH DE number 5266345 |
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
0.8290982
0 references
0.82668185
0 references
0.8225336
0 references
0.8216969
0 references
0.8197856
0 references
0 references
0.8195485
0 references
