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, Nueva York (Estados Unidos de América). 24-27 junio 2007

Resumen:
No disponible / Not available

Palabras clave: No disponible / Not available

Fecha de publicación: junio 2007.

Cita:
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, Nueva York (Estados Unidos de América). 24-27 junio 2007.