Nonlinearity in Forecasting of High-Frequency Stock Returns.
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- Computational Economics, 2012, v. 40, n. 3, p. 245, doi. 10.1007/s10614-011-9288-5
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2012 AND VI 40 AND IP 3
Results: 5
1
2
Velocity Volatility Assessment of Monetary Shocks on Cash-in-Advance Economies.
- Published in:
- Computational Economics, 2012, v. 40, n. 3, p. 293, doi. 10.1007/s10614-011-9292-9
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- Publication type:
- Article
3
Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis.
- Published in:
- Computational Economics, 2012, v. 40, n. 3, p. 203, doi. 10.1007/s10614-011-9305-8
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- Publication type:
- Article
4
On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations.
- Published in:
- Computational Economics, 2012, v. 40, n. 3, p. 265, doi. 10.1007/s10614-012-9316-0
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- Publication type:
- Article
5
Sequential Action and Beliefs Under Partially Observable DSGE Environments.
- Published in:
- Computational Economics, 2012, v. 40, n. 3, p. 219, doi. 10.1007/s10614-012-9323-1
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- Publication type:
- Article