✦ LIBER ✦

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

✍ Scribed by Terence C. Mills

Publisher: John Wiley and Sons
Year: 1996
Tongue: English
Weight: 560 KB
Volume: 15
Category: Article
ISSN: 0277-6693
DOI: 10.1002/(sici)1099-131x(199604)15:3<127::aid-for614>3.0.co;2-1

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✦ Synopsis

We provide an overview of the papers contained in this Special Issue of the Journal of Forecasting and also discuss some new models for analysing financial time series that have recently been proposed. These are illustrated by empirical examples using 60 years of daily data on the London Stock Exchange's FT30 index.

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