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pro vyhledávání: '"Gatarek, Lukasz T."'
Autor:
Gatarek, Lukasz T.1 gatarek@tlen.pl, Welfe, Aleksander2
Publikováno v:
Journal of Forecasting. Nov2023, Vol. 42 Issue 7, p1930-1949. 20p.
Publikováno v:
Econometrics, 8(1):4, 1-1. MDPI
Ardia, D, Gatarek, L T, Hoogerheide, L & Van Dijk, H K 2020, ' Correction : Ardia, d., et al. return and risk of pairs trading using a simulation-based bayesian procedure for predicting stable ratios of stock prices (Econometrics (2016), 4, 14, 10.3390/econometrics4010014) ', Econometrics, vol. 8, no. 1, 4, pp. 1-1 . https://doi.org/10.3390/econometrics8010004
Ardia, D, Gatarek, L T, Hoogerheide, L & Van Dijk, H K 2020, ' Correction : Ardia, d., et al. return and risk of pairs trading using a simulation-based bayesian procedure for predicting stable ratios of stock prices (Econometrics (2016), 4, 14, 10.3390/econometrics4010014) ', Econometrics, vol. 8, no. 1, 4, pp. 1-1 . https://doi.org/10.3390/econometrics8010004
The authors wish to make the following corrections to this paper [1]: Add a funding section at the end of the main text, “Funding: This research was funded by the National Science Center, Poland, grant number 2013/09/N/HS4/03751”. The authors wou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9cd8f5c796e342e9dbae660ff3124795
https://research.vu.nl/en/publications/d73cae17-bcfd-4e91-b8e4-5e816e8a2d74
https://research.vu.nl/en/publications/d73cae17-bcfd-4e91-b8e4-5e816e8a2d74
This paper describes a forecasting exercise of close-to-open returns on major global stock indices, based on price patterns from foreign markets that have become available overnight. As the close-to-open gap is a scalar response variable to a functio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::2331a3c7c53c38778b5fd691a50a850a
https://hdl.handle.net/10419/86714
https://hdl.handle.net/10419/86714