[DOWNLOAD] "Calendar Corrected Chaotic Forecast of Financial Time Series (Calendar)" by International Journal of Business # Book PDF Kindle ePub Free
eBook details
- Title: Calendar Corrected Chaotic Forecast of Financial Time Series (Calendar)
- Author : International Journal of Business
- Release Date : January 22, 2006
- Genre: Industries & Professions,Books,Business & Personal Finance,
- Pages : * pages
- Size : 251 KB
Description
ABSTRACT Using daily returns from the NASDAQ Composite and TSE 300 Composite indices from 1984 to 2003, we specify a method that corrects the chaotic forecasting of financial time series taking into account the day-of-the-week, the turn-of-the-month and the holiday effects. When calendar effects are present in the series, the forecasting ability of the model leads to profitable opportunities compared to a buy-and-hold strategy.
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