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Published By PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO.

9781860942372, 9781848160156

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

VOLATILITY COMPUTED BY TIME SERIES OPERATORS AT HIGH FREQUENCY

Statistics and Finance ◽

10.1142/9781848160156_0007 ◽

2000 ◽

Author(s):

ULRICH A. MÜLLER

Keyword(s):

Time Series ◽

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A DECISION THEORETIC APPROACH TO FORECAST EVALUATION

Statistics and Finance ◽

10.1142/9781848160156_0015 ◽

2000 ◽

Author(s):

C. W. J. GRANGER ◽

M. HASHEM PESARAN

Keyword(s):

Forecast Evaluation ◽

Theoretic Approach ◽

Decision Theoretic Approach

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TESTING GARCH VERSUS E-GARCH

Statistics and Finance ◽

10.1142/9781848160156_0013 ◽

2000 ◽

Author(s):

SHIQING LING ◽

MICHAEL MCALEER

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NONLINEAR STATE SPACE MODEL APPROACH TO FINANCIAL TIME SERIES WITH TIME-VARYING VARIANCE

Statistics and Finance ◽

10.1142/9781848160156_0002 ◽

2000 ◽

Author(s):

GENSHIRO KITAGAWA ◽

SEISHO SATO

Keyword(s):

Time Series ◽

State Space ◽

Financial Time Series ◽

State Space Model ◽

Time Varying ◽

Space Model ◽

Financial Time ◽

Nonlinear State ◽

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LEARNING AND FORECASTING WITH STOCHASTIC NEURAL NETWORKS

Statistics and Finance ◽

10.1142/9781848160156_0016 ◽

2000 ◽

Author(s):

TZE LEUNG LAI ◽

SAMUEL PO-SHING WONG

Keyword(s):

Neural Networks ◽

Stochastic Neural Networks

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PORTFOLIO MANAGEMENT AND MARKET RISK QUANTIFICATION USING NEURAL NETWORKS

Statistics and Finance ◽

10.1142/9781848160156_0018 ◽

2000 ◽

Author(s):

JÜRGEN FRANKE

Keyword(s):

Neural Networks ◽

Portfolio Management ◽

Market Risk ◽

Risk Quantification

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INTERVAL PREDICTION OF FINANCIAL TIME SERIES

Statistics and Finance ◽

10.1142/9781848160156_0014 ◽

2000 ◽

Author(s):

B. CHENG ◽

H. TONG

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time ◽

Interval Prediction

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A NOTE ON KERNEL ESTIMATION IN INTEGRATED TIME SERIES

Statistics and Finance ◽

10.1142/9781848160156_0005 ◽

2000 ◽

Author(s):

YINGCUN XIA ◽

W. K. LI ◽

HOWELL TONG

Keyword(s):

Time Series ◽

Kernel Estimation ◽

Integrated Time Series

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DETECTING STRUCTURAL CHANGES USING GENETIC PROGRAMMING WITH AN APPLICATION TO THE GREATER-CHINA STOCK MARKETS

Statistics and Finance ◽

10.1142/9781848160156_0022 ◽

2000 ◽

Author(s):

X. B. ZHANG ◽

Y. K. TSE ◽

W. S. CHAN

Keyword(s):

Genetic Programming ◽

Stock Markets ◽

Structural Changes ◽

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STYLIZED FACTS ON THE TEMPORAL AND DISTRIBUTIONAL PROPERTIES OF ABSOLUTE RETURNS: AN UPDATE

Statistics and Finance ◽

10.1142/9781848160156_0006 ◽

2000 ◽

Author(s):

CLIVE W. J. GRANGER ◽

SCOTT SPEAR ◽

ZHUANXIN DING

Keyword(s):

Stylized Facts ◽

Distributional Properties

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