Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns

T.S. Tuang Buansing, Amos Golan and Aman Ullah
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T.S. Tuang Buansing: Fannie Mae

No 201922, Working Papers from University of California at Riverside, Department of Economics

Pages: 35 Pages
Date: 2019-10
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https://economics.ucr.edu/repec/ucr/wpaper/201922.pdf First version, 2019 (application/pdf)

Related works:
Journal Article: An information-theoretic approach for forecasting interval-valued SP500 daily returns (2020)
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