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Runs tests for assessing volatility forecastability in financial time series.
Fabio Bellini
Gianna Figà-Talamanca
Published in:
Eur. J. Oper. Res. (2005)
Keyphrases
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financial time series
stock market
financial time series forecasting
turning points
stock price
non stationary
financial data
stock exchange
exchange rate
stock returns
feature selection
financial markets
multivariate time series