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A discrete and a continuous-time model based on a technical trading rule
Nicolau, João - In: Journal of financial econometrics : official journal of … 5 (2007) 2, pp. 266-284
Persistent link: https://www.econbiz.de/10003518341
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Comment on: "Time series modeling of histogram-valued data : the daily histogram time series of S&P500 intradaily returns"
Nicolau, João - In: International journal of forecasting 28 (2012) 1, pp. 34-35
Persistent link: https://www.econbiz.de/10009580811