Forecasting stock indices: A comparison of classification and level estimation models

International Journal of Forecasting

Volumn 16, Issue 2, 2000, Pages 173-190

  Leung, Mark T ^a   Daouk, Hazem ^a   Chen, An Sing ^b  

^a INDIANA UNIVERSITY   (United States)

^b NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

Forecasting; Multivariate classification; Stock index; Trading strategy

Indexed keywords

EID: 0000679641     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(99)00048-5     Document Type: Article

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