Forecasting the Nikkei spot index with fractional cointegration
Journal of Forecasting
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2011
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sg-nus-scholar.10635-200082015-01-28T14:26:34Z Forecasting the Nikkei spot index with fractional cointegration Lien, D. Tse, Y.K. ECONOMICS Conditional heteroscedasticity Error correction model Fractionally integrated error correction model Martingale Nikkei stock average index Vector autoregression Journal of Forecasting 18 4 259-273 JOFOD 2011-02-24T06:55:32Z 2011-02-24T06:55:32Z 1999 Article Lien, D.,Tse, Y.K. (1999). Forecasting the Nikkei spot index with fractional cointegration. Journal of Forecasting 18 (4) : 259-273. ScholarBank@NUS Repository. 02776693 http://scholarbank.nus.edu.sg/handle/10635/20008 NOT_IN_WOS Scopus |
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National University of Singapore |
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NUS Library |
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Singapore |
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ScholarBank@NUS |
| topic |
Conditional heteroscedasticity Error correction model Fractionally integrated error correction model Martingale Nikkei stock average index Vector autoregression |
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Conditional heteroscedasticity Error correction model Fractionally integrated error correction model Martingale Nikkei stock average index Vector autoregression Lien, D. Tse, Y.K. Forecasting the Nikkei spot index with fractional cointegration |
| description |
Journal of Forecasting |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS Lien, D. Tse, Y.K. |
| format |
Article |
| author |
Lien, D. Tse, Y.K. |
| author_sort |
Lien, D. |
| title |
Forecasting the Nikkei spot index with fractional cointegration |
| title_short |
Forecasting the Nikkei spot index with fractional cointegration |
| title_full |
Forecasting the Nikkei spot index with fractional cointegration |
| title_fullStr |
Forecasting the Nikkei spot index with fractional cointegration |
| title_full_unstemmed |
Forecasting the Nikkei spot index with fractional cointegration |
| title_sort |
forecasting the nikkei spot index with fractional cointegration |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/20008 |
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1681079697979473920 |