Estimating and testing fundamental stock prices: evidence from simulated economies
Year of publication: |
2003
|
---|---|
Authors: | Donaldson, R. Glen ; Kamstra, Mark J. |
Published in: |
Computer-aided econometrics. - New York [u.a.] : Dekker, ISBN 0-8247-4271-0. - 2003, p. 315-349
|
Subject: | Börsenkurs | Share price | Simulation | Schätztheorie | Estimation theory |
-
Gramespacher, Thomas, (2019)
-
On the modeling of financial time series
Kutergin, Aleksey, (2015)
-
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip, (2013)
- More ...
-
Donaldson, R. Glen, (2010)
-
An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen, (1997)
-
Forecast combining with neural networks
Donaldson, R. Glen, (1996)
- More ...