Details

Title

Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Numer

No 1

Publication authors

Keywords

Close-to-open gap forecasting; Functional data analysis; International stock mar-, kets; Nonparametric modeling.

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/cejeme.2012.119274

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