The following pages link to Francesco Lisi (Q257483):
Displaying 15 items.
- Misspecification tests for periodic long memory GARCH models (Q257484) (← links)
- Practical implications of higher moments in risk management (Q413990) (← links)
- Are performance measures equally stable? (Q470610) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- A comparison between neural networks and chaotic models for exchange rate prediction. (Q1285487) (← links)
- (Q1589602) (redirect page) (← links)
- Predictive accuracy for chaotic economic models (Q1589603) (← links)
- Interval prediction for chaotic time series. (Q1605881) (← links)
- Nonlinear models for ground-level ozone forecasting (Q1766975) (← links)
- Predictive dimension: an alternative definition to embedding dimension (Q3297964) (← links)
- Statistical dimension estimation in singular spectrum analysis (Q3598357) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- Il mercto interbancario dei depositi: Previsione a breve e gestione della riserva obbligatoria (Q4254969) (← links)
- Testing asymmetry in financial time series (Q5440109) (← links)
- (Q5448398) (← links)
