Browsing Artykuły (WNEZ) by Subject "forecast errors"
Repository of Nicolaus Copernicus University
- Home
- →
- Wydział Nauk Ekonomicznych i Zarządzania / Faculty of Economic Sciences and Management
- →
- Artykuły (WNEZ)
- →
- Browsing Artykuły (WNEZ) by Subject
Browsing Artykuły (WNEZ) by Subject "forecast errors"
Now showing items 1-1 of 1
-
(2009-08-18)This paper proposes to use the following models: RCA, RCA-MA, RCA-GARCH, Sign RCA, Sign RCA-MA and Sign RCA-GARCH to obtain forecasts of conditional mean of returns. For comparison, the forecasts of conditional mean from ...
Now showing items 1-1 of 1