STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index

Jorge V. Pérez-Rodríguez (), Salvador Torra and Julian Andrada-Felix ()

Journal of Empirical Finance, 2005, vol. 12, issue 3, pages 490-509

Date: 2005

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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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