Narrow search
Showing 1 - 10 of 500
Cover Image
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Cover Image
A radial basis function artifical neural network test for ARCH
Blake, Andrew P.; Kapetanios, George - In: Economics letters 69 (2000) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
Cover Image
On the profitability of technical trading rules based on artificial neural networks : evidence from the Madrid stock market
Fernández Rodríguez, Fernando; González-Martel, Christian - In: Economics letters 69 (2000) 1, pp. 89-94
Persistent link: https://www.econbiz.de/10001512747
Cover Image
Evaluating the semi-nonparametric Fourier, AIM, and neural networks cost functions
Fleissig, Adrian R.; Kastens, Terry L.; Terrell, Dek - In: Economics letters 68 (2000) 3, pp. 235-244
Persistent link: https://www.econbiz.de/10001499197
Cover Image
A comparison of the power of some tests for conditional heteroscedasticity
Péguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001398780
Cover Image
Optimization of technical trading strategies and the profitability in security markets
Gençay, Ramazan - In: Economics letters 59 (1998) 2, pp. 249-254
Persistent link: https://www.econbiz.de/10001241420
Cover Image
Semi-nonparametric estimates of substitution elasticities
Fleissig, Adrian R. - In: Economics letters 54 (1997) 3, pp. 209-215
Persistent link: https://www.econbiz.de/10001224360
Cover Image
Inflation forecasting using a neural network
Nakamura, Emi - In: Economics letters 86 (2005) 3, pp. 373-378
Persistent link: https://www.econbiz.de/10002680487
Cover Image
Predicting stock prices based on informed traders' activities using deep neural networks
Na, Haejung; Kim, Soonho - In: Economics letters 204 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012607831
Cover Image
Predicting the price of Bitcoin by the most frequent edges of its transaction network
Kurbucz, Marcell Tamás - In: Economics letters 184 (2019), pp. 1-4
Persistent link: https://www.econbiz.de/10012304756