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Using neural networks to enhance technical trading rule returns : a case with KLCI
Jacinta Chan Phooi M'ng; Azmin Azliza Aziz - In: Athens journal of business & economics : AJBE 2 (2016) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10011565193
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns
Ortega, Luis F.; Khashanah, Khaldoun - In: Journal of forecasting 33 (2014) 2, pp. 134-146
Persistent link: https://www.econbiz.de/10010424852
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Stock return forecasting : aome new evidence
Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: International review of financial analysis 40 (2015), pp. 38-51
Persistent link: https://www.econbiz.de/10011475601
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The Markov-switching multi-fractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas (contributor) - 2004 - [Elektronische Ressource],rev
-switching multi-fractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and …
Persistent link: https://www.econbiz.de/10002468813
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Forecasting the density of asset returns
Ñíguez, Trino-Manuel; Perote, Javier - 2004
Persistent link: https://www.econbiz.de/10002458714
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Habit formation and the cross section of stock returns
Menzly, Lior (contributor); Santos, Tano (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636417
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The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting
Lux, Thomas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781206
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Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10001846702
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970