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Combining state space reconstruction and forecasting by neural networks
Zimmermann, Hans Georg; Neuneier, Ralph - In: Datamining und computational finance : Ergebnisse des …, (pp. 259-267). 2000
Persistent link: https://www.econbiz.de/10001484338
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - 2003
Persistent link: https://www.econbiz.de/10001788591
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - In: Handbook of heavy tailed distributions in finance, (pp. 385-404). 2003
Persistent link: https://www.econbiz.de/10001882139
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Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - In: The review of economics and statistics 81 (1999) 4, pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
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Forecasting exchange rates using TSMARS
Gooijer, Jan G. de - In: Journal of international money and finance 17 (1998) 3, pp. 513-534
Persistent link: https://www.econbiz.de/10001246594
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Les reseaux de neurones artificiels : une application à prévision des prix des actifs financiers
Avouyi-Dovi, Sanvi; Caulet, Renaud - 1995
Persistent link: https://www.econbiz.de/10000923490
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Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz (contributor) - 1997
Persistent link: https://www.econbiz.de/10000972191
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Evaluating the information content and money making ability of forecasts from exchange rate equations
Fair, Ray C. - 1997
Persistent link: https://www.econbiz.de/10000974393
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Modelli di previsione a breve termine dei tassi di cambio
Peroni, Cristina - 1998
Persistent link: https://www.econbiz.de/10000983302
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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490