A principal component analysis (PCA) approach to forecast histogram-valued time series (HTS). Applications to expected returns in stock indexes

C. Maté, G. González-Rivera

27th International Symposium on Forecasting, New York (United States of America). 24-27 junio 2007

Summary:
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Keywords: No disponible / Not available

Publication date: June 2007.

Citation:
Maté, C., González-Rivera, G., A principal component analysis (PCA) approach to forecast histogram-valued time series (HTS). Applications to expected returns in stock indexes, 27th International Symposium on Forecasting, New York (United States of America). 24-27 June 2007.