A Hybrid Prediction Model with Time-Varying Gain Tracking Differentiator in Taylor Expansion: Evidence from Precious Metals

Research output: Contribution to journal › Article › peer-review

Disciplines

@article{bcaddd2f5744401aaeae0c4dd52b019f,

title = "A Hybrid Prediction Model with Time-Varying Gain Tracking Differentiator in Taylor Expansion: Evidence from Precious Metals",

author = "Zhidan Luo and Wei Guo and Qingfu Liu and Yiuman Tse",

year = "2022",

doi = "10.1002/for.2935",

language = "American English",

journal = "Journal of Forecasting",

}

TY - JOUR

T1 - A Hybrid Prediction Model with Time-Varying Gain Tracking Differentiator in Taylor Expansion: Evidence from Precious Metals

AU - Luo, Zhidan

AU - Guo, Wei

AU - Liu, Qingfu

AU - Tse, Yiuman

PY - 2022

Y1 - 2022

UR - https://doi.org/10.1002/for.2935

U2 - 10.1002/for.2935

DO - 10.1002/for.2935

M3 - Article

JO - Journal of Forecasting

JF - Journal of Forecasting

ER -