Pages that link to "Item:Q2455633"
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The following pages link to Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633):
Displaying 5 items.
- Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (Q958567) (← links)
- Rough support vector regression (Q976335) (← links)
- Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589) (← links)