Forecasting intraday S\&P 500 index returns: a functional time series approach (Q4687632)
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scientific article; zbMATH DE number 6952629
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| English | Forecasting intraday S\&P 500 index returns: a functional time series approach |
scientific article; zbMATH DE number 6952629 |
Statements
Forecasting intraday S&P 500 index returns: A functional time series approach (English)
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12 October 2018
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dynamic updating
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principal component regression
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linear regression
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ordinary least squares
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penalize least squares
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ridge regression
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0.8232387900352478
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0.7692825198173523
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0.752141535282135
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0.7406332492828369
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0.7272153496742249
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