Work

Finite Mixture of ARMA-GARCH Model for Stock Price Prediction

Year: 2003

Type: article

Authors: Him Tang, Kai-Chun Chiu, Lei Xu

Institution: Chinese University of Hong Kong

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W85898607

FWCI: 0.495

Cites: 5

Cited by: 37

Related to: 10