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An information-theoretic approach for forecasting interval-valued SP500 daily returns · Study

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ArticleAn information-theoretic approach for forecasting interval-valued SP500 daily returns

T.S. Tuang Buansing2020

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Articlegreen2020

An information-theoretic approach for forecasting interval-valued SP500 daily returns

T.S. Tuang Buansing · Amos Golan · Aman Ullah

35 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1986Generalized autoregressive conditional heteroskedasticity 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1998Evaluating Interval Forecasts 1997Testing the equality of prediction mean squared errors 2009Real-Time Measurement of Business Conditions 2015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests 2010Handbook of Empirical Economics and Finance

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2023Interval time series forecasting: A systematic literature review 2021Model averaging for interval-valued data 2021Forecasting exchange rates with the iMLP: New empirical insight on one multi-layer perceptron for interval time series (ITS)

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Year2020

Typearticle

Published2020-01-07

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations35

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2019.09.003

openalex_workW2998853591

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