Predicting BRICS stock returns using ARFIMA models
نویسندگان
چکیده
منابع مشابه
Predicting Short Term Stock Returns
As the capital markets evolve and expand, more and more data is being created daily. This explosion of data has made the flow of information much more efficient. As market participants act on this information flow, it drives market prices to more efficient values, . One of the driving forces in this march to efficiency, is the application of various algorithmic learning techniques on both marke...
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The weak form of the Efficient Market Hypothesis (EMH) states that the current market price fully reflects the information of past prices and rules out predictions based on price data alone. In an efficient market, consistent prediction of the next outcome of a financial time series is problematic because there are no reoccurring patterns that can be used for a reliable prediction. This researc...
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ژورنال
عنوان ژورنال: Applied Financial Economics
سال: 2014
ISSN: 0960-3107,1466-4305
DOI: 10.1080/09603107.2014.924297