Author:
Ghanavati Mojgan,Wong Raymond K.,Chen Fang,Wang Yang,Lee Joe
Publisher
Springer International Publishing
Reference19 articles.
1. Ausín, M.C., Galeano, P., Ghosh, P.: A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. Eur. J. Oper. Res. 232(2), 350–358 (2014)
2. Bollerslev, T.: Generalized autoregressive conditional heteroskedasticity. J. Econ. 31(3), 307–327 (1986)
3. Demšar, J.: Statistical comparisons of classifiers over multiple data sets. J. Mach. Learn. Res. 7, 1–30 (2006)
4. D’Urso, P., Cappelli, C., Lallo, D., Massari, R.: Clustering of financial time series. Phys. A Stat. Mech. Appl. 392(9), 2114–2129 (2013)
5. Fama, E.F.: Efficient capital markets: a review of theory and empirical work*. J. Finan. 25(2), 383–417 (1970)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献