Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 6/7, p. 533, doi. 10.1002/for.874
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2003 AND VI 22 AND IP 6/7
Results: 7
1
2
Forecasting Some Low-predictability Time Series Using Diffusion Indices.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 6/7, p. 515, doi. 10.1002/for.872
- By:
- Publication type:
- Article
3
Bayesian Analysis of Fractionally Integrated ARMA with Additive Noise.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 6/7, p. 491, doi. 10.1002/for.870
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- Publication type:
- Article
4
Reasoning about Non-linear AR Models Using Expectation Maximization.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 6/7, p. 479, doi. 10.1002/for.866
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- Publication type:
- Article
5
A Dynamic Principal Components Analysis Based on Multivariate Matrix Normal Dynamic Linear Models.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 6/7, p. 457, doi. 10.1002/for.865
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- Publication type:
- Article
6
An Evaluation of Tests of Distributional Forecasts.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 6/7, p. 447, doi. 10.1002/for.876
- By:
- Publication type:
- Article
7
Inference for Some Multivariate ARCH and GARCH Models.
- Published in:
- Journal of Forecasting, 2003, v. 22, n. 6/7, p. 427, doi. 10.1002/for.871
- By:
- Publication type:
- Article