Are Spanish Ibex35 stock future index returns forecasted with non-linear models?

Author： Pérez-Rodríguez Jorge V.   Torra Salvador   Andrada-Félix Julian  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.15, Iss.14, 2005-10, pp. : 963-975

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?

By        

Applied Financial Economics, Vol. 24, Iss. 17, 2014-09 ,pp. : 1147-1157

Routledge Ltd

Access to resources Recommend Favorite

Returns and the interest rate: a non-linear relationship in the Bogota´stock market

By Arango L. E.   González A.   Posada C. E.  

Applied Financial Economics, Vol. 12, Iss. 11, 2002-11 ,pp. : 835-842

Routledge Ltd

Access to resources Recommend Favorite

Testing for weekday anomaly in international stock index returns with non-normal errors

By Linden Mikael   Louhelainen Mika  

Applied Financial Economics Letters, Vol. 2, Iss. 3, 2006-05 ,pp. : 193-197

Routledge Ltd

Access to resources Recommend Favorite

Back to the future: an empirical investigation into the validity of stock index models over time

By Summers Barbara   Griffiths Evan   Hudson Robert  

Applied Financial Economics, Vol. 14, Iss. 3, 2004-02 ,pp. : 209-214

Routledge Ltd

Access to resources Recommend Favorite

Predicting BRICS stock returns using ARFIMA models

By            

Applied Financial Economics, Vol. 24, Iss. 17, 2014-09 ,pp. : 1159-1166

Routledge Ltd

Access to resources Recommend Favorite