The impact of information timeliness on the predictability of stock and futures returns: An application of vector models
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- Ostermark, Ralf, 2001. "Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 71-93, November.
- Ostermark, Ralf & Saxen, Henrik, 1996. "VARMAX-modelling of blast furnace process variables," European Journal of Operational Research, Elsevier, vol. 90(1), pages 85-101, April.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- Huarng, Kunhuang & Yu, Hui-Kuang, 2005. "A Type 2 fuzzy time series model for stock index forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 445-462.
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