مرکز منطقه ای اطلاع رساني علوم و فناوري - Prediction of index futures returns and the analysis of financial spillovers—A comparison between GARCH and the grey theorem

Title of article :

Prediction of index futures returns and the analysis of financial spillovers—A comparison between GARCH and the grey theorem

Author/Authors :

Ling-Ming Kung، نويسنده , , Shang-Wu Yu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

1184

To page :

1200

Keywords :

GM(1 , N) , TGARCH , Spillover effects , Grey prediction , Local grey relational analysis

Journal title :

European Journal of Operational Research

Serial Year :

2008

Journal title :

European Journal of Operational Research

Record number :

217489

Link To Document :