Forecasting intraday S&P 500 index returns: A functional time series approach (Q4687632)
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scientific article; zbMATH DE number 6952629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting intraday S&P 500 index returns: A functional time series approach |
scientific article; zbMATH DE number 6952629 |
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Forecasting intraday S&P 500 index returns: A functional time series approach (English)
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12 October 2018
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dynamic updating
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principal component regression
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linear regression
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ordinary least squares
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penalize least squares
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ridge regression
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