Showing 1 - 10 of 21
Many mechanisms have been developed to deliver only relevant informationto the web users and prevent information overload. The most popularrecent developments in the e-cornmerce domain are the user-preference basedpersonalization and recommendation techniques. However, the existing...
Persistent link: https://www.econbiz.de/10009482382
This paper provides a framework of using news articles andeconomic data to model the exchange rate changes between Euro andUS dollars. Many studies have conducted on the approach of regressingexchange rate movement using numerical data such as macroeconomicindicators. However, this approach is...
Persistent link: https://www.econbiz.de/10009482384
Fully taking into account the hints possibly hidden in the absent data,this paper proposes a new criterion when selecting attributes for splitting tobuild a decision tree for a given dataset. In our approach, it must pay a certaincost to obtain an attribute value and pay a cost if a prediction...
Persistent link: https://www.econbiz.de/10009482393
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010534847
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010541830
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010551858
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010553200
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010553507
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010554787
This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach. Eight different copula functions are applied in this study...
Persistent link: https://www.econbiz.de/10010555159