Prediction of index futures returns and the analysis of financial spillovers - A comparison between GARCH and the grey theorem

Ling-Ming Kung, Shang-Wu Yu. Prediction of index futures returns and the analysis of financial spillovers - A comparison between GARCH and the grey theorem. European Journal of Operational Research, 186(3):1184-1200, 2008. [doi]

Abstract

Abstract is missing.