Subject
General Earth and Planetary Sciences,General Environmental Science
Reference42 articles.
1. A trading approach to testing for predictability;S Anatolyev;Journal of Business and Economic Statistics,2005
2. Statistical Inference for Probabilistic Functions of Finite State Markov Chains;L Baum;The Annals of Mathematical Statistics,1966
3. Generalized Autoregressive Conditional Heteroskedasticity;T Bollerslev;Journal of Econometrics,1986
4. Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models;R Cont;Long memory in economics,2005