Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets

DOI10.1007/s10479-015-2078-zzbMath1404.62136OpenAlexW2189811230MaRDI QIDQ1615795

Christos Avdoulas, Sabri Boubaker, Stelios D. Bekiros

Publication date: 31 October 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-015-2078-z

zbMATH Keywords

genetic algorithmsstock marketsSTAR modelsreturn forecasting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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