Forecasting returns and risk in financial markets using linear and nonlinear models

作者： Michael P. Clements , Costas Milas , Dick van Dijk

DOI: 10.1016/J.IJFORECAST.2009.01.003

关键词: Financial economics 、 Financial market 、 Research community 、 Economics 、 Finance 、 Social research 、 Selection (genetic algorithm)

摘要: This Special Issue brings together a selection of the papers presented at third conference in Economic and Social Research Council (ESRC) Seminar series “Nonlinear Economics Finance Community”, as well number other related contributions. Conference took place Keele University (UK) on 1st February 2008, was hosted by Christopher Martin (Brunel University), Costas Milas (Keele University) Theodore Panagiotidis (University Macedonia), with funding from ESRC under grant RES-451-25-4260. The aim seminar is to bring researchers working nonlinear topics economics finance