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La ricerca find articoli where soggetti phrase all words 'financial time series' sort by level,fasc_key/DESCEND, pagina_ini_num/ASCEND ha restituito 18 riferimenti
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    1. Roman, HE; Porto, M; Giovanardi, N
      Anomalous scaling of stock price dynamics within ARCH-models

      EUROPEAN PHYSICAL JOURNAL B
    2. Audrino, F; Buhlmann, P
      Tree-structured generalized autoregressive conditional heteroscedastic models

      JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
    3. LeBaron, B
      Evolution and time horizons in an agent-based stock market

      MACROECONOMIC DYNAMICS
    4. Zhang, BL; Coggins, R; Jabri, MA; Dersch, D; Flower, B
      Multiresolution forecasting for futures trading using wavelet decompositions

      IEEE TRANSACTIONS ON NEURAL NETWORKS
    5. Van Gestel, T; Suykens, JAK; Baestaens, DE; Lambrechts, A; Lanckriet, G; Vandaele, B; De Moor, B; Vandewalle, J
      Financial time series prediction using least squares support vector machines within the evidence framework

      IEEE TRANSACTIONS ON NEURAL NETWORKS
    6. Cao, L; Tay, FEH
      Financial forecasting using support vector machines

      NEURAL COMPUTING & APPLICATIONS
    7. Marinelli, C; Rachev, ST; Roll, R
      Subordinated exchange rate models: Evidence for heavy tailed distributionsand long-range dependence

      MATHEMATICAL AND COMPUTER MODELLING
    8. Bershadskii, A
      Invasion-percolation and statistics of US treasury bonds

      PHYSICA A
    9. Plerou, V; Gopikrishnan, P; Rosenow, B; Amaral, LAN; Stanley, HE
      Collective behavior of stock price movements - a random matrix theory approach

      PHYSICA A
    10. Raberto, M; Cincotti, S; Focardi, SM; Marchesi, M
      Agent-based simulation of a financial market

      PHYSICA A
    11. Schipper, S; Schmid, W
      Control charts for GARCH processes

      NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS
    12. Hauser, MA; Kunst, RM
      Forecasting high-frequency financial data with the ARFIMA-ARCH model

      JOURNAL OF FORECASTING
    13. LeBaron, B; Arthur, WB; Palmer, R
      Time series properties of an artificial stock market

      JOURNAL OF ECONOMIC DYNAMICS & CONTROL
    14. XU L
      RBF NETS, MIXTURE EXPERTS, AND BAYESIAN YING-YANG LEARNING

      Neurocomputing
    15. VANDERSLUIS PJ
      EMMPACK-1.01 - C C++ CODE FOR USE WITH OX FOR ESTIMATION OF UNIVARIATE STOCHASTIC VOLATILITY MODELS WITH THE EFFICIENT METHOD OF MOMENTS/

      STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
    16. ZHOU B
      HIGH-FREQUENCY DATA AND VOLATILITY IN FOREIGN-EXCHANGE RATES

      Journal of business & economic statistics
    17. TAUCHEN G; ZHANG H; LIU M
      VOLUME, VOLATILITY, AND LEVERAGE - A DYNAMIC ANALYSIS

      Journal of econometrics
    18. BROCKETT PL; WITT RC; GOLANY B; SIPRA N; XIA XH
      STATISTICAL TESTS OF STOCHASTIC-PROCESS MODELS USED IN THE FINANCIAL THEORY OF INSURANCE COMPANIES

      Insurance. Mathematics & economics


ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 15/08/20 alle ore 04:48:16