The impact of information timeliness on the predictability of stock and futures returns: An application of vector models
type: Item
instance of: scholarly article
title: The impact of information timeliness on the predictability of stock and futures returns: An application of vector models
zbMATH Open document ID: 0912.90030
DOI: 10.1016/0377-2217(93)E0281-2
author: Hannu Hernesniemi
author: Ralf Östermark
published in: European Journal of Operational Research
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1189592
zbMATH Keywords: forecasting
zbMATH Keywords: stock index
zbMATH Keywords: VARMAX-models
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1189592