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

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

Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2012 | 1 |

Article title

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

Authors

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

Content

Full texts:

oai-journals-pan-pl-103768/full-text/mainFile.pdf

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Languages of publication

PL

Abstracts

Keywords

PL

Close-to-open gap forecasting functional data analysis international stock markets nonparametric modeling Nauki Humanistyczne i Społeczne

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2012

Issue

1

Physical description

Contributors

author

De Gooijer, Jan G.

author

Diks, Cees G.H.

author

Gątarek, Łukasz T.

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-103768

Article details

Journal

Central European Journal of Economic Modelling and Econometrics

Article title

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

Authors

Content

Title variants

Languages of publication

Abstracts

Keywords

Publisher

Journal

Year

Issue

Physical description

Contributors

References

Document Type

Publication order reference

Identifiers

YADDA identifier