Neural Networks in the Capital Markets: An Application to Index Forecasting
In this article we construct an Index of Austrian Initial Public Offerings (IPOX) which is isomorph to the Austrian Traded Index (ATX). Conjecturing that the ATX qualifies as an explaining variable for the IPOX, we investigate the time trend properties of and the comovement between the two indices....
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
| Published: |
Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business
1995
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| Online Access: | http://epub.wu.ac.at/6308/1/WP_32.pdf |