Conference paper information

A principal component analysis (PCA) approach to forecast histogram-valued time series (HTS). Applications to expected returns in stock indexes

C. Maté, G. González-Rivera

27th International Symposium on Forecasting, New York (United States of America). 24-27 June 2007

Summary:
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Publication date: 2007-06-24.

Citation:
C. Maté, G. González-Rivera, A principal component analysis (PCA) approach to forecast histogram-valued time series (HTS). Applications to expected returns in stock indexes, 27th International Symposium on Forecasting, New York (United States of America). 24-27 June 2007.