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Forecasting stock indices: a comparison of classification and level estimation models

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Author Info
Leung, Mark T.
Daouk, Hazem
Chen, An-Sing
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 16 (2000)
Issue (Month): 2 ()
Pages: 173-190
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Handle: RePEc:eee:intfor:v:16:y:2000:i:2:p:173-190

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  1. David McMillan, 2004. "Non-linear predictability of UK stock market returns," Money Macro and Finance (MMF) Research Group Conference 2003 63, Money Macro and Finance Research Group. [Downloadable!]
  2. Chin-Shien Lin & Haider Ali Khan & Chi-Chung Huang, 2002. "Can the neuro fuzzy model predict stock indexes better than its rivals?," CIRJE F-Series CIRJE-F-165, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  3. David McMillan & Alan Speight, 2006. "Non-linear long horizon returns predictability: evidence from six south-east Asian markets," Asia-Pacific Financial Markets, Springer, vol. 13(2), pages 95-111, June. [Downloadable!] (restricted)
  4. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis. [Downloadable!]
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