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
17
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