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Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets.

Christos AvdoulasStelios D. BekirosSabri Boubaker
Published in: Ann. Oper. Res. (2018)
Keyphrases
  • stock market
  • short term
  • garch model
  • financial time series
  • nonlinear models
  • foreign exchange
  • long term
  • financial markets
  • arima model