http://hdl.handle.net/1765/18164
http://dx.doi.org/10.1016/j.ijforecast.2009.01.003
series: EI-1500
EI-1500
http://dx.doi.org/10.1016/j.ijforecast.2009.01.003
series: EI-1500
EI-1500
Forecasting returns and risk in financial markets using linear and nonlinear models
April 2009
Article
volume 25, issue 2 pp 215-217.
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This Special Issue brings together a selection of the papers presented at the third conference in the Economic and Social Research Council (ESRC) Seminar series “Nonlinear Economics and Finance Research Community”, as well as a number of other related contributions. This Conference took place at Keele University (UK) on the 1st of February 2008, and was hosted by Christopher Martin (Brunel University), Costas Milas (Keele University) and Theodore Panagiotidis (University of Macedonia), with funding from the ESRC under grant RES-451-25-4260. The aim of the seminar series is to bring together researchers working on nonlinear topics in economics and finance
Keywords
Automatically Extracted Terms
- volatility
- model
- paper
- forecast
- price
- forecasting
- exchange
- stock
- return
- exchange rate volatility
- bond returns
- university
- stuart hyde
- price variability
- marwan izzeldin
- marcelo medeiros
- level shifts
- kevin sheppard
- keele university
- george kapetanios
