Toggle Main Menu Toggle Search

Open Access padlockePrints

Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities

Lookup NU author(s): Dr Thanos Verousis

Downloads


Licence

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License (CC BY-NC 4.0).


Publication metadata

Author(s): Stasinakis C, Sermpinis G, Psaradellis I, Verousis T

Publication type: Article

Publication status: Published

Journal: Quantitative Finance

Year: 2016

Volume: 16

Issue: 12

Pages: 1901-1915

Online publication date: 14/09/2016

Acceptance date: 21/06/2016

Date deposited: 15/09/2016

ISSN (print): 1469-7688

ISSN (electronic): 1469-7696

Publisher: Routledge

URL: http://dx.doi.org/10.1080/14697688.2016.1211800

DOI: 10.1080/14697688.2016.1211800


Altmetrics

Altmetrics provided by Altmetric


Share