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ArticleComparing linear and nonlinear forecasts for stock returns

Angelos Kanas2001

Article2001

Comparing linear and nonlinear forecasts for stock returns

Angelos Kanas · Andreas Yannopoulos

77 citations·0/0 files stored·International Review of Economics & Finance

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

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References

2012The Econometrics of Financial Markets 1994Comparing Predictive Accuracy 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1989Combining forecasts: A review and annotated bibliography 1993Trading Volume and Serial Correlation in Stock Returns 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation 1990Combining forecasts: A review and annotated bibliography

Cited by

2019Using social media mining technology to improve stock price forecast accuracy 2013Referential kNN Regression for Financial Time Series Forecasting 2007Prediction of index futures returns and the analysis of financial spillovers—A comparison between GARCH and the grey theorem 2003Non‐linear forecasts of stock returns 2011Integrating Independent Component Analysis and Principal Component Analysis with Neural Network to Predict Chinese Stock Market

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Year2001

Typearticle

Published2001-12-01

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations77

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/s1059-0560(01)00092-2

openalex_workW2018976175

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2014

Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns

2004Stock market prediction using neural networks: does trading volume help in short-term prediction?

2006Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns