مرکز منطقه ای اطلاع رساني علوم و فناوري - The impact of information timeliness on the predictability of stock and futures returns: An application of vector models

Title of article :

The impact of information timeliness on the predictability of stock and futures returns: An application of vector models

Author/Authors :

Ralf ostermark، نويسنده , , Hannu Hernesniemi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

111

To page :

131

Keywords :

V ARMAX , Stock index and index futures forecasting

Journal title :

European Journal of Operational Research

Serial Year :

1995

Journal title :

European Journal of Operational Research

Record number :

211354

Link To Document :