Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971): Difference between revisions

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-.1016/j.ins.2007.05.021
@@ Property / DOI: 10.1016/j.ins.2007.05.021 / rank @@
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A Regime-Switching Model of Long-Term Stock Returns
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+On the convergence properties of the EM algorithm
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+.1016/J.INS.2007.05.021
@@ Property / DOI: 10.1016/J.INS.2007.05.021 / rank @@
+Normal rank