A new approach to model financial markets (Q394485): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s11424-013-1196-4 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3928091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting NIKKEI 225 index with support vector machine / rank
 
Normal rank
Property / cites work
 
Property / cites work: Crude oil price forecasting with TEI\@I methodology / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating variance from high, low and closing prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interval time series analysis with an application to the sterling-dollar exchange rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investigating Causal Relations by Econometric Models and Cross-spectral Methods / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11424-013-1196-4 / rank
 
Normal rank

Latest revision as of 16:18, 9 December 2024

scientific article
Language Label Description Also known as
English
A new approach to model financial markets
scientific article

    Statements

    Identifiers