How External Trends and Internal Components Decomposition Method Improve the Predictability of Financial Time Series?

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.net/journal/jfrm
E-mail: [email protected]

Citations

"How External Trends and Internal Components Decomposition Method Improve the Predictability of Financial Time Series?"
written by Fatene Dioubi, Adnan Khurshid,
published by Journal of Financial Risk Management, Vol.11 No.3, 2022

has been cited by the following article(s):

[1]	Regularity in Forex Returns During Financial Distress: Some Evidences From India
	The Journal of Developing Areas, 2024

[2]	Major Issues in High-frequency Financial Data Analysis: A Survey of Solutions
	Available at SSRN 4834362, 2024

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