Pages that link to "Item:Q704067"
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The following pages link to Runs tests for assessing volatility forecastability in financial time series (Q704067):
Displaying 3 items.
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate (Q2078000) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633) (← links)