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Nonlinear Time Series in Financial Forecasting

  • Gloria González-Rivera

    ()

    (Department of Economics, University of California Riverside)

  • Tae-Hwy Lee

    ()

    (Department of Economics, University of California Riverside)

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File URL: http://econ.ucr.edu/papers/papers08/08-03.pdf
File Function: Second version, 2008
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Paper provided by University of California at Riverside, Department of Economics in its series Working Papers with number 200803.

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Length: 68 pages
Date of creation: Sep 2007
Date of revision: Feb 2008
Handle: RePEc:ucr:wpaper:200803
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