Krill herd support vector regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities

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  2. Dr Thanos Verousis
Author(s)Stasinakis C, Sermpinis G, Psaradellis I, Verousis T
Publication type Article
JournalQuantitative Finance
Year2016
Volume
IssueePub ahead of print
Pages
ISSN (print)1469-7688
ISSN (electronic)1469-7696
The full text of this item is currently under embargo and cannot be made publicly available until 14/03/2018.
PublisherRoutledge
URLhttp://dx.doi.org/10.1080/14697688.2016.1211800
DOI10.1080/14697688.2016.1211800
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