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9781860942372, 9781848160156
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

VOLATILITY COMPUTED BY TIME SERIES OPERATORS AT HIGH FREQUENCY

2000 ◽  
Author(s):  
ULRICH A. MÜLLER
Keyword(s):  
Time Series ◽  
High Frequency

A DECISION THEORETIC APPROACH TO FORECAST EVALUATION

2000 ◽  
Author(s):  
C. W. J. GRANGER ◽  
M. HASHEM PESARAN
Keyword(s):  
Forecast Evaluation ◽  
Theoretic Approach ◽  
Decision Theoretic Approach

TESTING GARCH VERSUS E-GARCH

2000 ◽  
Author(s):  
SHIQING LING ◽  
MICHAEL MCALEER

LEARNING AND FORECASTING WITH STOCHASTIC NEURAL NETWORKS

2000 ◽  
Author(s):  
TZE LEUNG LAI ◽  
SAMUEL PO-SHING WONG
Keyword(s):  
Neural Networks ◽  
Stochastic Neural Networks

INTERVAL PREDICTION OF FINANCIAL TIME SERIES

2000 ◽  
Author(s):  
B. CHENG ◽  
H. TONG
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Financial Time ◽  
Interval Prediction

A NOTE ON KERNEL ESTIMATION IN INTEGRATED TIME SERIES

2000 ◽  
Author(s):  
YINGCUN XIA ◽  
W. K. LI ◽  
HOWELL TONG
Keyword(s):  
Time Series ◽  
Kernel Estimation ◽  
Integrated Time Series

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

2000 ◽  
Author(s):  
CLIVE W. J. GRANGER ◽  
SCOTT SPEAR ◽  
ZHUANXIN DING
Keyword(s):  
Stylized Facts ◽  
Distributional Properties
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