A new approach to model financial markets
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Publication:394485
DOI10.1007/S11424-013-1196-4zbMATH Open1279.91074OpenAlexW2056394377MaRDI QIDQ394485FDOQ394485
Authors: Habin Xie, Shouyang Wang 
Publication date: 27 January 2014
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-013-1196-4
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Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80)
Cites Work
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- Conditional Heteroskedasticity in Asset Returns: A New Approach
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- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Estimating variance from high, low and closing prices
- Crude oil price forecasting with TEI\@I methodology
- Forecasting NIKKEI 225 index with support vector machine
- Interval time series analysis with an application to the sterling-dollar exchange rate
Cited In (9)
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- New operational approaches for financial modelling. 19th meeting of the EURO working group, Chania, Crete, Greece, November 28--30, 1996
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- 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 that?)
- Modeling and solving alternative financial solutions seeking
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