Work

An information-theoretic approach for forecasting interval-valued SP500 daily returns

Year: 2020

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2019.09.003

Authors: T.S. Tuang Buansing, Amos Golan, Aman Ullah

Institutions: Santa Fe Institute, American University, University of California, Riverside

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2998853591

FWCI: 2.385

Cites: 43

Cited by: 35

Related to: 10