multiplicative error models
Recently Published Documents

TOTAL DOCUMENTS

40
(FIVE YEARS 8)

H-INDEX

10
(FIVE YEARS 1)
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

scholarly journals Adaptive order flow forecasting with multiplicative error models

2022 ◽  
Author(s):  
Andrija Mihoci ◽  
Christopher Hian-Ann Ting ◽  
Meng-Jou Lu ◽  
Kainat Khowaja
Keyword(s):  
Order Flow ◽  
Error Models ◽  
Multiplicative Error ◽  
Multiplicative Error Models

scholarly journals Doubly Multiplicative Error Models with Long– and Short–run Components

2020 ◽  
Author(s):  
Alessandra Amendola ◽  
Vincenzo Candila ◽  
Fabrizio Cipollini ◽  
Giampiero M. Gallo
Keyword(s):  
Error Models ◽  
Multiplicative Error ◽  
Short Run ◽  
Multiplicative Error Models

Adaptive Lasso for vector Multiplicative Error Models

2019 ◽  
Vol 20 (2) ◽  
pp. 255-274 ◽  
Author(s):  
Luca Cattivelli ◽  
Giampiero M. Gallo
Keyword(s):  
Adaptive Lasso ◽  
Error Models ◽  
Multiplicative Error ◽  
Multiplicative Error Models
Load More ...
Sign in / Sign up

Export Citation Format

Share Document