Macroeconomic variables and stock market: US review
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- Majid Delavari & Nadiya Gandali Alikhani & Esmaeil Naderi, 2013.
"Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?,"
International Journal of Economics and Financial Issues,
Econjournals, vol. 3(2), pages 466-475.
- Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012. "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper 45977, University Library of Munich, Germany.
- repec:mth:ber888:v:7:y:2017:i:1:p:177-188 is not listed on IDEAS
More about this item
KeywordsMacroeconomic factors; correlation; cointegration; ADF test;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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