Non-linear forecasting of financial time series: An overview and some new models

Journal of Forecasting

Volumn 15, Issue 3, 1996, Pages 127-135

  Mills, Terence C ^a  

^a LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

GARCH; Long memory; Non linearity

Indexed keywords

EID: 0000808414     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(199604)15:3<127::aid-for614>3.0.co;2-1     Document Type: Review

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