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)
Journal Article

In: Applied stochastic models in business and industry
Volume: 27
Issue: 3
Page(s)/Article-Nr.: 253-266


  • Betriebsw.leh. m.d. Schwerp. [816230]
  • Decision Theory and Financial Services Group [812520]