Forecasting intraday S&P 500 index returns: A functional time series approach
Work
Year: 2017
Type: article
Source: Journal of Forecasting
Author Han Lin Shang
Institution Australian National University
Cites: 55
Cited by: 26
Related to: 10
FWCI: 3.575
Citation percentile (by year/subfield): 91.05
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed