Forecasting the dynamics of stock indices (DJIA, DAX and WIG) using conditional models (1992–2014)
Forecasting the dynamics of stock indices (DJIA, DAX and WIG) using conditional models (1992–2014)

Author(s): Wiesław Łuczyński
Subject(s): Economy, Financial Markets
Published by: Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu
Keywords: stock indices;DJIA price index;DAX;WIG index;forecasting;
Summary/Abstract: The aim of these studies of the dynamics of stock indices is to verify the hypotheses that the variance and outliers significantly change the mean square errors of forecasting dynamics of economic data of time series.

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