Non-linear forecasting of financial time series: An overview and some new models

Terence C. Mills

首页> 外文期刊>Journal of Forecasting >Non-linear forecasting of financial time series: An overview and some new models

【24h】

Non-linear forecasting of financial time series: An overview and some new models

机译：金融时间序列的非线性预测：概述和一些新模型

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

We provide an overview of the papers contained in this Special Issue of the Journal of Forecasting and also discuss some new models for analysing financial time series that have recently been proposed. These are illustrated by empirical examples using 60 years of daily data on the London Stock Exchange's FT30 index.

机译：我们提供了对《预测杂志》这一期特刊中所包含论文的概述，并讨论了最近提出的一些用于分析财务时间序列的新模型。这些经验通过使用伦敦证券交易所FT30指数60年每日数据的经验示例进行说明。

著录项

来源
《Journal of Forecasting》 |1996年第3期|共9页
作者
Terence C. Mills;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类自然科学现状及发展;
关键词
non-linearity; GARCH; long memory;

机译：非线性;GARCH;长记忆;

相似文献

外文文献
中文文献
专利

1. Non-linear forecasting of financial time series: An overview and some new models [J] . Terence C. Mills Journal of Forecasting . 1996,第3期

机译：金融时间序列的非线性预测：概述和一些新模型
2. Overview and Comparison of Short-term Interval Models for Financial Time Series Forecasting [J] . M. Khashei, F. Mokhatab Rafiei, M. Bijari International Journal of Industrial Engineering & Production Research . 2012,第4期

机译：金融时间序列预测的短期时间间隔模型概述与比较
3. Non-linear forecasting in high-frequency financial time series [J] . Strozzi F, Zaldivar JM Physica, A. Statistical mechanics and its applications . 2005,第0期

机译：高频金融时间序列中的非线性预测
4. Financial Time Series Forecasting Using Non-Linear Methods and Stacked Autoencoders [C] . Danilo Filippo Reiszel Pereira, Natanael Nunes de Moura Junior, Luiz Pereira Caloba International Joint Conference on Neural Networks . 2018

机译：使用非线性方法和堆叠式自动编码器的金融时间序列预测
5. Forecasting realized volatility with long memory time series models using high frequency financial data: Estimation, prediction, seasonal adjustment and computation. [D] . Lu, Yi. 2005

机译：使用高频财务数据通过长存储时间序列模型预测已实现的波动：估计，预测，季节性调整和计算。
6. A Feature Fusion Based Forecasting Model for Financial Time Series [O] . Zhiqiang Guo, Huaiqing Wang, Quan Liu, -1

机译：基于特征融合的金融时间序列预测模型
7. Forecasting economic and financial time-series with non-linear models [O] . Michael P. Clements, Philip Hans Franses, Norman R. Swanson 2004

机译：预测非线性模型的经济和金融时序系列
8. Practical Overview of ARIMA Models for Time-Series Forecasting [R] . Pack, D. J. 1980

机译：用于时间序列预测的aRIma模型实用概述

Non-linear forecasting of financial time series: An overview and some new models

摘要

著录项

相似文献

相关主题

期刊订阅