A dynamic model of the financialï¿½real interaction as a model selection criterion for nonparametric stock market prediction
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More about this item
Keywordsmodel selection; dynamic model; interaction; nonparametric; stock market; prediction;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-02-01 (All new papers)
- NEP-FIN-2005-02-01 (Finance)
- NEP-RMG-2005-02-01 (Risk Management)
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