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Nonlinear prediction of exchange rates with monetary fundamentals

Qi, Min; Wu, Yangru - In: Journal of Empirical Finance 10 (2003) 5, pp. 623-640

Persistent link: https://www.econbiz.de/10005021262

Neural network forecasting for seasonal and trend time series

Zhang, G. Peter; Qi, Min - In: European Journal of Operational Research 160 (2005) 2, pp. 501-514

Persistent link: https://www.econbiz.de/10005347934

A simple indicator of systemic risk

Patro, Dilip K.; Qi, Min; Sun, Xian - In: Journal of Financial Stability 9 (2013) 1, pp. 105-116

We examine the relevance and effectiveness of stock return correlations among financial institutions as an indicator of systemic risk. By analyzing the trends and fluctuations of daily stock return correlations and default correlations among the 22 largest bank holding companies and investment...

Persistent link: https://www.econbiz.de/10010636144

Neural network forecasting for seasonal and trend time series

Zhang, G.Peter; Qi, Min - In: European journal of operational research : EJOR 160 (2005) 2, pp. 501-514

Persistent link: https://www.econbiz.de/10006641861

An investigation of model selection criteria for neural network time series forecasting

Qi, Min; Zhang, Guoqiang Peter - In: European journal of operational research : EJOR 132 (2001) 3, pp. 666-680

Persistent link: https://www.econbiz.de/10006658913

Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations

Aggarwal, Raj; Qi, Min - In: Applied financial economics 19 (2009) 13, pp. 1083

Persistent link: https://www.econbiz.de/10008265148

Nonlinear Predictability of Stock Returns Using Financial and Economic Variables

Qi, Min - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 419-429

Persistent link: https://www.econbiz.de/10008218243

Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market

Qi, Min; Wu, Yangru - In: Journal of money, credit and banking : JMCB 38 (2006) 8, pp. 2135-2158

Persistent link: https://www.econbiz.de/10007592028

Nonlinear prediction of exchange rates with monetary fundamentals

Qi, Min; Wu, Yangru - In: Journal of empirical finance 10 (2003) 5, pp. 623-640

Persistent link: https://www.econbiz.de/10007232489

Forecasting consumer credit card adoption: what can we learn about the utility function?

Qi, Min; Yang, Sha - In: International journal of forecasting 19 (2003) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10006970538