A new approach to model financial markets
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Publication:394485
DOI10.1007/S11424-013-1196-4zbMATH Open1279.91074OpenAlexW2056394377MaRDI QIDQ394485FDOQ394485
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Cites Work
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Crude oil price forecasting with TEI\@I methodology
- Estimating variance from high, low and closing prices
- Forecasting NIKKEI 225 index with support vector machine
- Generalized autoregressive conditional heteroscedasticity
- Interval time series analysis with an application to the sterling-dollar exchange rate
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Cited In (9)
- Title not available (Why is no real title available?)
- New operational approaches for financial modelling. 19th meeting of the EURO working group, Chania, Crete, Greece, November 28--30, 1996
- Title not available (Why is no real title available?)
- Title not available (Why is no real title available?)
- Financial markets analysis by using a probabilistic fuzzy modelling approach
- A unified framework for robust modelling of financial markets in discrete time
- The role of Japanese candlestick in DVAR model
- Title not available (Why is no real title available?)
- Modeling and solving alternative financial solutions seeking
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