Different Approaches to Forecast Interval Time Series: A Comparison in Finance

Computational Economics

Volumn 37, Issue 2, 2011, Pages 169-191

  Arroyo, Javier ^a   Espínola, Rosa ^a   Maté, Carlos ^b  

^a UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

^b ICAI School of Engineering   (Spain)

Author keywords

Artificial neural networks; Exponential smoothing; Interval arithmetic; Interval data; Nearest neighbors methods; Vector autoregressive models

Indexed keywords

EID: 78651439499     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-010-9230-2     Document Type: Article

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