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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Journal of empirical finance 29 (2014), pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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Special issue on high frequency data in finance
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001505850
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Modelling market implied ratings using LASSO variable selection techniques
Sermpinis, Georgios; Tsoukas, Serafeim; Zhang, Ping - In: Journal of empirical finance 48 (2018), pp. 19-35
Persistent link: https://www.econbiz.de/10012109239
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Real term structure forecasts of consumption growth
Argyropoulos, Efthymios; Tzavalis, Elias - In: Journal of empirical finance 33 (2015), pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
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Trading the foreign exchange market with technical analysis and Bayesian Statistics
Hassanniakalager, Arman; Sermpinis, Georgios; … - In: Journal of empirical finance 63 (2021), pp. 230-251
Persistent link: https://www.econbiz.de/10013259265