Roman Matkovskyy, Taoufik Bouraoui. Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model.
Journal of Quantitative Economics, The Indian Econometric Society, 2019, 17 (2), pp.433-446.
⟨10.1007/s40953-018-0133-8⟩.
⟨hal-02155402⟩