Optimal Window Length For Forecasting by A. Denis Ridley, Ph.D.
ARTICLE SYNOPSIS...Optimal Window Length For Forecasting by A. Denis Ridley, Ph.D.
As a rule, the financial markets are complex and difficult to analyze, due to multiple cyclical elements
present in the related data. The moving window spectral (Mws) method of analysis and
AUTHOR: A. Denis Ridley, Ph.D.DATE: MAR 1994