Predicting the direction of a time series

zbMATH Open1127.91375MaRDI QIDQ3365733FDOQ3365733

Dimitrios Thomakos

Publication date: 23 January 2006

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zbMATH Keywords

prediction stepembedding step

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cited In (2)

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