Pages that link to "Item:Q2147882"
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The following pages link to Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882):
Displaying 23 items.
- The local partial autocorrelation function and some applications (Q87410) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Forecast of random oscillation processes based on the method of exponential smoothing (Q1920373) (← links)
- Exchange rate forecasting using ensemble modeling for better policy implications (Q2046053) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation (Q2810018) (← links)
- 缺失数据环境下汇率序列的潜变量Metropolis-Hastings算法及触发式理财产品定价#br# (Q3380858) (← links)
- HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (Q3427085) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING (Q5025602) (← links)
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
- HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
- Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (Q5949728) (← links)
- A statistical test of market efficiency based on information theory (Q6110870) (← links)
- Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets (Q6604272) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
