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Forecasting stock indices: a comparison of classification and level estimation models

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  • Leung, Mark T.
  • Daouk, Hazem
  • Chen, An-Sing

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  • Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2000. "Forecasting stock indices: a comparison of classification and level estimation models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 173-190.
    • Handle: RePEc:eee:intfor:v:16:y:2000:i:2:p:173-190
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