Is the predictability of emerging and developed stock markets really exploitable? (Q879322): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1963732168 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for independence based on the correlation dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Neural networks: A review from a statistical perspective. With comments and a rejoinder by the authors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multilayer feedforward networks are universal approximators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Artificial neural networks: an econometric perspective<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Approximation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3836833 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 18:55, 25 June 2024

scientific article
Language Label Description Also known as
English
Is the predictability of emerging and developed stock markets really exploitable?
scientific article

    Statements

    Is the predictability of emerging and developed stock markets really exploitable? (English)
    0 references
    0 references
    0 references
    11 May 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    finance
    0 references
    forecasting
    0 references
    emerging stock markets
    0 references
    artificial neural networks
    0 references
    0 references