Forecasting high-frequency stock returns: a comparison of alternative methods
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04464-8.pdf
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5. Christensen, H. L., Murphy, J., & Godsill, S. J. (2012). Forecasting high-frequency futures returns using online Langevin dynamics. IEEE Journal of Selected Topics in Signal Processing, 6, 366–380.
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