Non-linear forecasts of stock returns

Journal of Forecasting

Volumn 22, Issue 4, 2003, Pages 299-315

  Kanas, Angelos ^a  

^a UNIVERSITY OF CRETE   (Greece)

Author keywords

Artificial neural networks; Forecast accuracy; Forecast encompassing; Forecasting; Markov regime switching; Nearest neighbour; Non linearity; Standard regime switching

Indexed keywords

CONTROL NONLINEARITIES; ECONOMIC AND SOCIAL EFFECTS; MARKOV PROCESSES; MATHEMATICAL MODELS; NEURAL NETWORKS;

ECONOMIC FORECASTINGS; STOCK MARKETS;

INDUSTRIAL ECONOMICS;

EID: 0041695919     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.858     Document Type: Article

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