Hybrid multiple structural break model for stock price trend prediction

Because of the noises from the internal and external factors, the uncertainty increases in the financial market. The challenges of nonlinearities, volatility clusters, and multiple structural breaks which entail risk. Due to the risk, the prediction task becomes more complex. First, this work propos...

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Bibliographic details
Volume: 15
Main Author: Gopal, Sheelapriya
Ramasamy, Murugesan
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Elsevier España, S.L.U 01.07.2017
Elsevier B.V
published in: The Spanish review of financial economics Vol. 15; no. 2; pp. 41 - 51
Data of publication: July-December 2017
ISSN: 2173-1268
2340-3381
EISSN: 2340-3381
Discipline: Business
Subjects:
C53
C63
C11
C45
G17
Online Access: available in Bonn?
Database: CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS