Information theoretic measure of complexity and stock market analysis : using the JSE as a case study
Includes bibliographical references (leaves 37-39). === Bozdogan [8] [6] [7] developed a new model selection criteria called information measure of complexity (ICOMP) for model selection. In contrast to Akaike's [1] information criterion (AIC) and other AIC type criteria that are traditionally...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2015
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| Online Access: | http://hdl.handle.net/11427/10967 |