Nonlinearity in Forecasting of High-Frequency Stock Returns
- Reboredo, J.C.
- Matías, J.M.
- Garcia-Rubio, R.
ISSN: 0927-7099, 1572-9974
Year of publication: 2012
Volume: 40
Issue: 3
Pages: 245-264
Type: Article
Journal:
Computational Economics