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Low complexity algorithmic trading by feedforward neural networks
Levendovszky, J.; Reguly, I.; Olah, A.; Ceffer, A. - In: Computational economics 54 (2019) 1, pp. 267-279
Persistent link: https://www.econbiz.de/10012134157
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A conditional distribution model for limited stock index returns
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 721-740
Persistent link: https://www.econbiz.de/10003421384
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Duration dependence in bull and bear stock marlets
Zhou, Haigang; Rigdon, Steven E. - In: Modern economy 2 (2011) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10009532435
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Daily data is bad for beta : opacity and frequency-dependent betas
Gilbert, Thomas; Hrdlicka, Christopher; Kalodimos, Jonathan - In: Review of asset pricing studies 4 (2014) 1, pp. 78-117
Persistent link: https://www.econbiz.de/10010399878
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Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang; Kim, Sang Bong; Nam, Chu-ha - In: Applied economics 47 (2015) 1/3, pp. 255-271
Persistent link: https://www.econbiz.de/10010463934
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Generalized beta distributions for describing and analysising intraday stock market data : testing the U-shape pattern
Panas, Epaminodas - In: Applied economics 37 (2005) 2, pp. 191-199
Persistent link: https://www.econbiz.de/10002537370
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Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.; Kok Haur Ng; Peiris, Shelton - In: The North American journal of economics and finance : a … 25 (2013), pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
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Does intervalling effect affect ETFs?
Milonas, Nikolaos T.; Rompotis, Gerasimos G. - In: Managerial finance 39 (2013) 9, pp. 863-882
Persistent link: https://www.econbiz.de/10009780537