Modeling stock index returns by means of partial least-squares methods : An out-of-sample analysis for three stock markets
Cengiz, Cetin B.; Herwartz, Helmut
Chichester : Wiley (2011)
Fachzeitschriftenartikel
In: Applied stochastic models in business and industry
Band: 27
Heft: 3
Seite(n)/Artikel-Nr.: 253-266
Identifikationsnummern
- DOI: 10.1002/asmb.826
- RWTH PUBLICATIONS: RWTH-CONV-060450