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

Issue

No 1

Authors

De Gooijer, Jan G. ; Diks, Cees G.H. ; Gątarek, Łukasz T.

Keywords

Close-to-open gap forecasting ; functional data analysis ; international stock markets ; nonparametric modeling

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

23-44

Publisher

Oddział PAN w Łodzi

Date

31.03.2012

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2012.119274 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2012; No 1; 23-44