A Dynamic Volume-Return Relation and Investors' Positive Feedback Trading.Published in:International Review of Finance, 2011, v. 11, n. 3, p. 325, doi. 10.1111/j.1468-2443.2010.01124.xBy:MIWA, KOTARO;UEDA, KAZUHIROPublication type:Article
Artificial neural networks with feature transformation based on domain knowledge for the prediction of stock index futures.Published in:Intelligent Systems in Accounting, Finance & Management, 2004, v. 12, n. 3, p. 167, doi. 10.1002/isaf.252By:Kyoung-Jae KimPublication type:Article
A GARCH Parameterization of the Volatility Surface.Published in:Journal of Derivatives, 2015, v. 23, n. 1, p. 9, doi. 10.3905/jod.2015.23.1.009By:MAZZONI, THOMASPublication type:Article