Forecasting the S&P 500 index using time series analysis and simulation methods

Thesis (S.M. in Engineering and Management)--Massachusetts Institute of Technology, System Design and Management Program, 2009.

Bibliographic Details
Main Author: Chan, Eric Glenn
Other Authors: Roy E. Welsch.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2010
Subjects:
Online Access:http://hdl.handle.net/1721.1/55206