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Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum, (2000)
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus, (1998)
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A., (1998)
The Statistical Properties of the Maximum Drawdown in Financial Time Series
Casati, Alessandro, (2013)
The Integrative Market Hypothesis for Stock Market Fluctuations
Kerr, Janet E., (2010)
Adaptive Learning for Financial Markets Mixing Model-Based and Model-Free RL for Volatility Targeting
Benhamou, Eric, (2021)