Index forecasting and model selection

In this paper we derive a trading strategy that exploits the informational difference implied by different stock market index construction principles. In order to gain a competitive advantage over other market participants we forecast the indexes one day ahead and subsequently generate buy and sell...

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Veröffentlicht in:	Intelligent systems in accounting, finance & management finance & management, 2002-04, Vol.11 (2), p.119
Hauptverfasser:	Haefke, Christian, Helmenstein, Christian
Format:	Artikel
Sprache:	eng
Schlagworte:	Efficient markets Forecasting Forecasting techniques Hypotheses Neural networks Price elasticity Principles Securities markets Statistical data Stock exchanges Stock indexing Stock market indexes
Online-Zugang:	Volltext
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