Forecasting intraday S&P 500 index returns: A...

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Forecasting intraday S&P 500 index returns: A functional time series approach

Shang, Han Lin
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Year:
2017
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2467
File:
PDF, 1.68 MB
english, 2017
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