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Nonlinear Time Series in Financial Forecasting

González-Rivera, Gloria () and Lee, Tae-Hwy ()
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González-Rivera, Gloria: Department of Economics, University of California Riverside
Lee, Tae-Hwy: Department of Economics, University of California Riverside

No 200803, Working Papers from University of California at Riverside, Department of Economics

New Economics Papers: this item is included in nep-ecm, nep-ets, nep-fmk and nep-for
Date: 2007-09, Revised 2008-02
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http://econ.ucr.edu/papers/papers08/08-03.pdf Second version, 2008 (application/pdf)

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