Exploring the Relationship among Predictability, Prediction Accuracy and Data Frequency of Financial Time Series

Shuqi Li, Aijing Lin. Exploring the Relationship among Predictability, Prediction Accuracy and Data Frequency of Financial Time Series. Entropy, 22(12):1381, 2020. [doi]

@article{LiL20a-10,
  title = {Exploring the Relationship among Predictability, Prediction Accuracy and Data Frequency of Financial Time Series},
  author = {Shuqi Li and Aijing Lin},
  year = {2020},
  doi = {10.3390/e22121381},
  url = {https://doi.org/10.3390/e22121381},
  researchr = {https://researchr.org/publication/LiL20a-10},
  cites = {0},
  citedby = {0},
  journal = {Entropy},
  volume = {22},
  number = {12},
  pages = {1381},
}