Neural networks in the capital markets

Veröffentlicht 1995

Neural networks in the capital markets

Veröffentlicht 1996

Neural networks in the capital markets

Veröffentlicht 1995

Decision technologies for computational finance : proceedings of the Fifth International Conference Computational Finance

Veröffentlicht 1998

Neural networks in the capital markets

Veröffentlicht 1995

Principles of neural model identification, selection and adequacy : with applications in financial econometrics

von Zapranis, Achilleas
Veröffentlicht 1999

The Durbin-Watson test for neural regression models

von Holt, William
Veröffentlicht in Karlsruher Ökonometrie-Workshop (6 : 1997 : Karlsruhe) Risk measurement, econometrics and neural networks (1998)

Neural model identification, variable selection and model adequacy

von Refenes, Apostolos-Paul
Veröffentlicht in Journal of forecasting (1999)

Modelling the effects of defence spending reductions on investment using neural networks in the case of Greece

von Kollias, Chrēstos
Veröffentlicht 1996

Implied correlation index : a new measure of diversification

von Skintzi, Vasiliki D.
Veröffentlicht in The journal of futures markets (2005)

Volatility spillovers and dynamic correlation in European bond markets

von Skintzi, Vasiliki D.
Veröffentlicht in Journal of international financial markets, institutions & money (2006)

Comment on W. Brian Arthur et al.'s paper: Asset pricing under endogenous expectations in an artificial stock market

von Refenes, Apostolos-Paul
Veröffentlicht in Economic notes (1997)

On the predictability of model-free implied correlation

von Markopoulou, Chryssa
Veröffentlicht in International journal of forecasting (-2016)

External security determinants of Greek military expenditure : an empirical investigation using neural networks

von Refenes, Apostolos-Paul
Veröffentlicht in Defence and peace economics (1995)

Realized hedge ratio : predictability and hedging performance

von Markopoulou, Chrysi E.
Veröffentlicht in International review of financial analysis (2016)

Realized volatility models and alternative Value-at-Risk prediction strategies

von Louzis, Dimitrios P.
Veröffentlicht in Economic modelling (2014)

The role of high-frequency intra-daily data, daily range and implied volatility in multi-period value-at-risk forecasting

von Louzis, Dimitrios P.
Veröffentlicht in Journal of forecasting (2013)

Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility

von Louzis, Dimitrios P.
Veröffentlicht in Applied economics (2012)

Decision technologies for computational finance : proceedings of the Fifth International Conference Computational Finance

Veröffentlicht 1998

Neural networks in financial engineering : proceedings of the Third International Conference on Neural Networks in the Capital Markets, London, England, 11 - 13 October 95

Veröffentlicht 1996