Data Snooping and Market-Timing Rule Performance.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 550, doi. 10.1093/jjfinec/nbq032
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2011 AND VI 9 AND IP 3
Results: 5
1
2
Intra-daily Volume Modeling and Prediction for Algorithmic Trading.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 489, doi. 10.1093/jjfinec/nbq024
- By:
- Publication type:
- Article
3
Long-Term Skewness and Systemic Risk.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 437, doi. 10.1093/jjfinec/nbr002
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- Publication type:
- Article
4
Asymmetric Stochastic Conditional Duration Model—A Mixture-of-Normal Approach.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 469
- By:
- Publication type:
- Article
5
Inference in Infinite Superpositions of Non-Gaussian Ornstein–Uhlenbeck Processes Using Bayesian Nonparametic Methods.
- Published in:
- Journal of Financial Econometrics, 2011, v. 9, n. 3, p. 519, doi. 10.1093/jjfinec/nbq027
- By:
- Publication type:
- Article