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~isPartOf:"Econometric Institute research papers"
~isPartOf:"International journal of computational economics and econometrics : IJCEE"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Market microstructure and liquidity"
~subject:"Bretton Woods System"
~subject:"Stock market"
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Search: subject_exact:"ARMA model"
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ECONIS (ZBW)
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Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
2
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
3
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
4
Large Large-trader activity weakens the long memory of limit order markets
Primicerio, Kevin
;
Challet, Damien
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012256411
Saved in:
5
Long memory and persistence in dollar-based real exchange rates
Siokis, Fotios
;
Christodoulou, Chris
- In:
International journal of theoretical and applied finance
7
(
2004
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10001946369
Saved in:
6
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
7
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
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