Forecasting Austrian IPOs: An application of linear and neural network error-correction models

Keyphrases

• Neural Network 100%
• Linear Network 100%
• Austrian 100%
• Error Correction Model 100%
• Network Error Correction 100%
• Significant Relationship 33%
• Network Construction 33%
• Mean-variance 33%
• Schwartz 33%
• Granger Causality Analysis 33%
• Information Criteria 33%
• Buy-and-hold 33%
• Trading Strategy 33%
• Risk Prediction 33%
• Feedforward Neural Network 33%
• Moving Average 33%
• Sequential Network 33%
• Cointegration 33%
• Initial Public Offerings 33%
• Stock Market Index 33%

Economics, Econometrics and Finance

• Causality Analysis 100%
• Smoothing Technique 50%
• Stock Index 50%
• Initial Public Offering 50%