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Prediction of index futures returns and the analysis of financial spillovers - A comparison between GARCH and the grey theorem.

Ling-Ming KungShang-Wu Yu
Published in: Eur. J. Oper. Res. (2008)
Keyphrases
  • database
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  • prediction accuracy
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  • social networks
  • quantitative analysis
  • risk management
  • prediction error
  • prediction algorithm