Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500
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Keywordsfinancial time series; forecasting; S&P500; Theta model.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-14 (All new papers)
- NEP-ETS-2009-03-14 (Econometric Time Series)
- NEP-FOR-2009-03-14 (Forecasting)
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