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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de; Skoulakis, Georgios - In: Econometric reviews 29 (2010) 5/6, pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
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The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric; Medeiros, Marcelo C. - In: Econometric reviews 29 (2010) 5/6, pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
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Econometric studies of stock market behaviour
Reng Rasmussen, Anne-Sofie - 2007
Persistent link: https://www.econbiz.de/10003517316
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri - 2012
Persistent link: https://www.econbiz.de/10009660552
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Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil; Raudeliūnienė, Jurgita; … - In: Journal of business economics and management 17 (2016) 3, pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
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Components of a decomposition forecast of stock prices with excel
Keller, Christopher M. - In: Advances in business and management forecasting 10 (2014), pp. 3-17
Persistent link: https://www.econbiz.de/10010474797
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Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA
Emara, Noha - In: European research studies : an international … 17 (2014) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10011383243